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absolute(double) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
Creates a shift that adds a fixed amount to the value at every node in the curve.
absolute(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Returns a curve based on an underlying curve with a fixed amount added to the Y values.
absoluteTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
Sets the absoluteTolerance property in the builder.
absoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
The meta-property for the absoluteTolerance property.
AbstractCalculationFunction<T extends CalculationTarget,R> - Class in com.opengamma.strata.function.calculation
Abstract function calculating a result for each of a set of scenarios.
AbstractCalculationFunction() - Constructor for class com.opengamma.strata.function.calculation.AbstractCalculationFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractCalculationFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.AbstractCalculationFunction
Creates a new instance.
AbstractCdsFunction<T> - Class in com.opengamma.strata.function.calculation.credit
Calculates a result of a CdsTrade for each of a set of scenarios.
AbstractCdsFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractCdsFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
Creates a new instance.
AbstractFraFunction<T> - Class in com.opengamma.strata.function.rate.fra
Calculates a result of a FraTrade for each of a set of scenarios.
AbstractFraFunction() - Constructor for class com.opengamma.strata.function.rate.fra.AbstractFraFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFraFunction(boolean) - Constructor for class com.opengamma.strata.function.rate.fra.AbstractFraFunction
Creates a new instance.
AbstractFxForwardFunction<T> - Class in com.opengamma.strata.function.fx
Calculates a result for an FxTrade for each of a set of scenarios.
AbstractFxForwardFunction() - Constructor for class com.opengamma.strata.function.fx.AbstractFxForwardFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFxForwardFunction(boolean) - Constructor for class com.opengamma.strata.function.fx.AbstractFxForwardFunction
Creates a new instance.
AbstractFxNonDeliverableForwardFunction<T> - Class in com.opengamma.strata.function.fx
Calculates a result for an FxNonDeliverableForwardTrade for each of a set of scenarios.
AbstractFxNonDeliverableForwardFunction() - Constructor for class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFxNonDeliverableForwardFunction(boolean) - Constructor for class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction
Creates a new instance.
AbstractFxSwapFunction<T> - Class in com.opengamma.strata.function.fx
Calculates a result for an FxSwapTrade for each of a set of scenarios.
AbstractFxSwapFunction() - Constructor for class com.opengamma.strata.function.fx.AbstractFxSwapFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractFxSwapFunction(boolean) - Constructor for class com.opengamma.strata.function.fx.AbstractFxSwapFunction
Creates a new instance.
AbstractGenericFutureFunction<T> - Class in com.opengamma.strata.function.calculation.future
Calculates a result of a GenericFutureTrade for each of a set of scenarios.
AbstractGenericFutureFunction() - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractGenericFutureFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
Creates a new instance.
AbstractGenericFutureOptionFunction<T> - Class in com.opengamma.strata.function.calculation.future
Calculates a result of a GenericFutureOptionTrade for each of a set of scenarios.
AbstractGenericFutureOptionFunction() - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractGenericFutureOptionFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
Creates a new instance.
AbstractIborFutureProductPricer - Class in com.opengamma.strata.pricer.rate.future
Base pricer for Ibor futures.
AbstractIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.rate.future.AbstractIborFutureProductPricer
Creates an instance.
AbstractIborFutureTradePricer - Class in com.opengamma.strata.pricer.rate.future
Base pricer for Ibor futures.
AbstractIborFutureTradePricer() - Constructor for class com.opengamma.strata.pricer.rate.future.AbstractIborFutureTradePricer
Creates an instance.
AbstractRatesProvider - Class in com.opengamma.strata.pricer.rate
An abstract rates provider implementation.
AbstractRatesProvider() - Constructor for class com.opengamma.strata.pricer.rate.AbstractRatesProvider
 
AbstractSwapFunction<T> - Class in com.opengamma.strata.function.calculation.rate.swap
Calculates a result of a SwapTrade for each of a set of scenarios.
AbstractSwapFunction() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractSwapFunction(boolean) - Constructor for class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction
Creates a new instance.
AbstractTermDepositFunction<T> - Class in com.opengamma.strata.function.rate.deposit
Calculates a result for a TermDepositTrade for each of a set of scenarios.
AbstractTermDepositFunction() - Constructor for class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction
Creates a new instance which will return results from the execute method that support automatic currency conversion if the underlying results support it.
AbstractTermDepositFunction(boolean) - Constructor for class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction
Creates a new instance.
accept(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiConsumer
Performs this operation on the given arguments.
accept(T) - Method in interface com.opengamma.strata.collect.function.CheckedConsumer
Performs this operation on the given argument.
ACCRUAL_DAY_COUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The day count used to calculate the year fraction.
ACCRUAL_DAYS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The number of days between the start and end dates.
ACCRUAL_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of accrual periods.
ACCRUAL_YEAR_FRACTION - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The year fraction between the start and end dates.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the accrualBusinessDayAdjustment property in the builder.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the accrualBusinessDayAdjustment property in the builder.
accrualBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualBusinessDayAdjustment property.
accrualDayCount - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
The day count convention to be used for calculating the accrual.
accrualDayCount(DayCount) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the accrualDayCount property in the builder.
accrualDayCount() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the accrualDayCount property.
accrualFactor(double) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
Sets the accrualFactor property in the builder.
accrualFactor() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
The meta-property for the accrualFactor property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the accrualFrequency property in the builder.
accrualFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the accrualFrequency property in the builder.
accrualFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the accrualFrequency property.
accrualMethod(OvernightAccrualMethod) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
Sets the accrualMethod property in the builder.
accrualMethod() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
The meta-property for the accrualMethod property.
accrualPeriods(List<RateAccrualPeriod>) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
Sets the accrualPeriods property in the builder.
accrualPeriods(RateAccrualPeriod...) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
Sets the accrualPeriods property in the builder from an array of objects.
accrualPeriods() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
The meta-property for the accrualPeriods property.
accrualSchedule(PeriodicSchedule) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
Sets the accrualSchedule property in the builder.
accrualSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
The meta-property for the accrualSchedule property.
ACCRUED_INTEREST - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the accrued interest of the calculation target.
ACT_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/360' day count, which divides the actual number of days by 360.
ACT_364 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/364' day count, which divides the actual number of days by 364.
ACT_365_25 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365.25' day count, which divides the actual number of days by 365.25.
ACT_365_ACTUAL - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365 Actual' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not.
ACT_365F - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365F' day count, which divides the actual number of days by 365 (fixed).
ACT_365L - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/365L' day count, which divides the actual number of days by 365 or 366.
ACT_ACT_AFB - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act AFB' day count, which divides the actual number of days by 366 if a leap day is contained, or by 365 if not, with additional rules for periods over one year.
ACT_ACT_ICMA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act ICMA' day count, which divides the actual number of days by the actual number of days in the coupon period multiplied by the frequency.
ACT_ACT_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'Act/Act ISDA' day count, which divides the actual number of days in a leap year by 366 and the actual number of days in a standard year by 365.
add(String, Object) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfigBuilder
Adds an item of configuration under the specified name.
add(TypedString<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfigBuilder
Adds an item of configuration under the specified name.
add(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Adds a point sensitivity, mutating the internal list.
addAll(List<PointSensitivity>) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Adds a list of point sensitivities, mutating the internal list.
addAll(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Merges the list of point sensitivities from another instance, mutating the internal list.
addAllTimeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder
Adds multiple time series of observable market data, replacing any existing time series with the same IDs.
addAllValues(Map<? extends MarketDataId<?>, ?>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder
Adds multiple items of market data, replacing any existing values with the same IDs.
addArgument(String, Object) - Method in class com.opengamma.strata.engine.config.FunctionConfigBuilder
Adds a constructor argument used when creating function instances.
addArgument(String, Object) - Method in class com.opengamma.strata.engine.config.pricing.PricingRuleBuilder
Adds a constructor argument for creating function instances to perform calculations.
addArguments(Map<String, Object>) - Method in class com.opengamma.strata.engine.config.FunctionConfigBuilder
Adds constructor arguments used when creating function instances.
addCurve(CurveConfig, Currency, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder
Adds configuration to the curve group for a curve used to provide discount rates and forward rates.
addDiscountingCurve(CurveConfig, Currency) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder
Adds configuration for a discounting curve to the curve group configuration.
addForwardCurve(CurveConfig, RateIndex, RateIndex...) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder
Adds configuration for a forward curve to the curve group configuration.
addFunction(Measure, Class<? extends CalculationSingleFunction<T, ?>>) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroupBuilder
Adds a function to the function group.
addFunction(Measure, FunctionConfig<T>) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroupBuilder
Adds a function to the function group.
addGlobalValue(MarketDataId<T>, T) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder
Adds a global value that is applicable to all scenarios.
additionalData(Map<Class<?>, Object>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
Sets the additionalData property in the builder.
additionalData() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the additionalData property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the additionConvention property in the builder.
additionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the additionConvention property.
additionConvention(PeriodAdditionConvention) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the additionConvention property in the builder.
additionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the additionConvention property.
addListEntry(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Adds a list entry using a consumer callback function.
addListEntryWithIndex(ExplainKey<R>, Consumer<ExplainMapBuilder>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Adds a list entry using a consumer callback function, including the list index.
addMeasures(Measure...) - Method in class com.opengamma.strata.engine.config.pricing.PricingRuleBuilder
Adds measures to the pricing rule.
addRate(CurrencyPair, double) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder
Adds a new rate for a currency pair to the builder.
addRate(Currency, Currency, double) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder
Add a new pair of currencies to the builder.
addRates(Map<CurrencyPair, Double>) - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder
Adds a collection of new rates for currency pairs to the builder.
addRequirements(MarketDataRequirements) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder
Adds all requirements from an instance of MarketDataRequirements to this builder.
addShift(Object, double) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShiftBuilder
Adds a shift for a curve node to the builder.
addShifts(Map<Object, Double>) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShiftBuilder
Adds multiple shifts to the builder.
addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder
Adds a time series of observable market data values, replacing any existing time series with the same ID.
addTimeSeries(Collection<? extends ObservableId>) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder
Adds requirements for time series of observable market data.
addTimeSeries(ObservableId...) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder
Adds requirements for time series of observable market data.
addTimeSeries(ObservableId, LocalDateDoubleTimeSeries) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder
Adds a time series of market data values.
addTimeSeries(Map<? extends ObservableId, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder
Adds multiple time series of market data values.
addTo(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
Adds this tenor to the specified date.
addTo(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
Adds the period of this frequency to the specified date.
addValue(I, T) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder
Adds a single item of market data, replacing any existing value with the same ID.
addValues(Collection<? extends MarketDataId<?>>) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder
Adds requirements for single values of market data.
addValues(MarketDataId<?>...) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder
Adds requirements for single values of market data.
addValues(MarketDataId<T>, T...) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder
Adds market data values for all scenarios.
addValues(MarketDataId<T>, List<T>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder
Adds market data values for all scenarios.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Adjusts the date as necessary if it is not a business day.
adjust(LocalDate, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Adjusts the date as necessary if it is not a business day.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
Adjusts the date according to the rules of the implementation.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Adjusts the date, adding the period in days using the holiday calendar and then applying a business day adjustment.
adjust(LocalDate, Period, HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Adjusts the base date, adding the period and applying the convention rule.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Adjusts the date, adding the period and then applying the business day adjustment.
adjust(LocalDate) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Adjusts the date, adding the tenor and then applying the business day adjustment.
adjust(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Adjusts the date according to the rules of the roll convention.
adjust(double) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Adjusts the base value based on the criteria of this adjustment.
adjust(double, double) - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Adjusts the base value based on the type and the modifying value.
adjust(double) - Method in enum com.opengamma.strata.finance.rate.swap.NegativeRateMethod
Adjusts the specified rate according to the rate method rule.
AdjustableDate - Class in com.opengamma.strata.basics.date
An adjustable date.
AdjustableDate.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for AdjustableDate.
adjustBy(int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Returns an adjuster that changes the date.
adjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Adjusts the date using the business day adjustment.
adjustInto(Temporal) - Method in interface com.opengamma.strata.basics.date.DateAdjuster
Adjusts the temporal according to the rules of the implementation.
adjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the adjustment property in the builder.
adjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the adjustment property in the builder.
adjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the adjustment property.
adjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the adjustment property in the builder.
adjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the adjustment property.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
 
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.finance.rate.swap.PaymentEvent
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod
Adjusts the payment date using the rules of the specified adjuster.
adjustPaymentDate(TemporalAdjuster) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
 
AED - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'AED' - UAE Dirham.
AggregatingCalculationListener<T> - Class in com.opengamma.strata.engine.calculations
Superclass for mutable calculation listeners that collect the results of individual calculations and create a single aggregate result when the calculations are complete.
AggregatingCalculationListener() - Constructor for class com.opengamma.strata.engine.calculations.AggregatingCalculationListener
 
agreedFxRate(FxRate) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
Sets the agreedFxRate property in the builder.
agreedFxRate() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
The meta-property for the agreedFxRate property.
agreedFxRate(FxRate) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
Sets the agreedFxRate property in the builder.
agreedFxRate() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
The meta-property for the agreedFxRate property.
ALL - Static variable in class com.opengamma.strata.collect.range.LocalDateRange
A range over the whole time-line.
allIndices() - Method in class com.opengamma.strata.finance.rate.swap.Swap
Returns the set of indices referred to by the swap.
allIndices() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg
Returns the set of indices referred to by the leg.
allSuccessful(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Checks if all the results are successful.
allSuccessful(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Checks if all the results are successful.
AllTargetsMarketDataRule - Class in com.opengamma.strata.engine.config
A market data rule which matches all calculation targets.
AllTargetsMarketDataRule.Meta - Class in com.opengamma.strata.engine.config
The meta-bean for AllTargetsMarketDataRule.
alternateNames() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the complete map of alternate name to standard name.
ALWAYS_0 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
A value schedule that always has the value zero.
ALWAYS_1 - Static variable in class com.opengamma.strata.basics.value.ValueSchedule
A value schedule that always has the value one.
ambiguousTokenFailure(T, String) - Method in class com.opengamma.strata.report.result.TokenEvaluator
Generates a failure result for an ambiguous token.
amount(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
Sets the amount property in the builder.
amount() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
The meta-property for the amount property.
amount(CurrencyAmount) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the amount property in the builder.
amount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the amount property.
amounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
The meta-property for the amounts property.
amounts() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
The meta-property for the amounts property.
and(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that returns true if both predicates return true.
and(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that returns true if both predicates return true.
and(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that returns true if both predicates return true.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
Returns a new function that composes this function and the specified function.
andThen(Function<? super R, ? extends V>) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
Returns a new function that composes this function and the specified function.
AnyCurveFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves
Market data filter that matches any curve.
AnyCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The meta-bean for AnyCurveFilter.
AnyDiscountCurveFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves
Market data filter that matches any discount curve.
AnyDiscountCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The meta-bean for AnyDiscountCurveFilter.
anyFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Checks if any of the results are failures.
anyFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Checks if any of the results are failures.
AnyIndexForwardCurveFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves
Market data filter that matches any forward curve for a rate index.
AnyIndexForwardCurveFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The meta-bean for AnyIndexForwardCurveFilter.
anyTarget(MarketDataMappings) - Static method in interface com.opengamma.strata.engine.config.MarketDataRule
Returns a market data rule that matches any target.
apply(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies an operator to each element in the array, returning a new array.
apply(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiFunction
Applies this function to the given arguments.
apply(T) - Method in interface com.opengamma.strata.collect.function.CheckedFunction
Applies this function to the given argument.
apply(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoubleFunction
Applies the function.
apply(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntFunction
Applies the function.
apply(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongFunction
Applies the function.
apply(I, T) - Method in interface com.opengamma.strata.engine.marketdata.scenarios.MarketDataFilter
Applies the filter to a market data ID and the corresponding market data value and returns true if the filter matches.
apply(T) - Method in interface com.opengamma.strata.engine.marketdata.scenarios.Perturbation
Applies the perturbation to some market data, returning a new, modified instance of the data.
apply(CurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
 
apply(DiscountCurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
 
apply(RateIndexCurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
 
apply(CurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
 
apply(Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
 
apply(Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
 
apply(RateIndexCurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
 
apply(RateCurveId, Curve) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
 
applyAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies an addition to each element in the array, returning a new array.
applyMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Applies a multiplication to each element in the array, returning a new array.
applyPerturbations(U) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Applies the perturbations in this mapping to an item of market data and returns the results.
applyShift(double, double) - Method in enum com.opengamma.strata.market.curve.ShiftType
Applies the shift to the value using appropriate logic for the shift type.
applyToPeriod(SchedulePeriod) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
Applies this FxResetCalculation to the the specified period.
ApproxForwardOvernightAveragedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate
Rate observation implementation for a rate based on a single overnight index that is arithmetically averaged.
ApproxForwardOvernightAveragedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateObservationFn
Creates an instance.
AR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AR' - Argentina.
ArgChecker - Class in com.opengamma.strata.collect
Contains utility methods for checking inputs to methods.
arguments() - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
The meta-property for the arguments property.
arguments() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
The meta-property for the arguments property.
ARS - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ARS' - Argentine Peso.
asMap() - Method in class com.opengamma.strata.collect.io.IniFile
Returns the INI file as a map.
asMap() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the property set as a map.
Attributable - Interface in com.opengamma.strata.finance
Provides access to an set of additional attributes.
attributes(Map<String, String>) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
Sets the attributes property in the builder.
attributes() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
The meta-property for the attributes property.
attributes(Map<String, String>) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
Sets the attributes property in the builder.
attributes() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
The meta-property for the attributes property.
AU - Static variable in class com.opengamma.strata.basics.location.Country
The country 'AU' - Australia.
AUD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'AUD' - Australian Dollar.
AUDBB3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the AUD BBSW 3M index.
AUDBB6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the AUD BBSW 6M index.
averagingMethod(IborRateAveragingMethod) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
Sets the averagingMethod property in the builder.
averagingMethod() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
The meta-property for the averagingMethod property.

B

baseCurrencyAmount() - Method in class com.opengamma.strata.finance.fx.Fx.Meta
The meta-property for the baseCurrencyAmount property.
baseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
The meta-property for the baseCurrencyDiscountFactors property.
baseCurrencyPayment() - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
The meta-property for the baseCurrencyPayment property.
BaseMarketData - Class in com.opengamma.strata.engine.marketdata
A source of market data for a single set of calculations.
BaseMarketData.Meta - Class in com.opengamma.strata.engine.marketdata
The meta-bean for BaseMarketData.
BaseMarketDataBuilder - Class in com.opengamma.strata.engine.marketdata
A mutable builder for building up BaseMarketData instances.
BaseMarketDataResult - Class in com.opengamma.strata.engine.marketdata
The result of building a set of market data, containing the successfully built data and details of any data that could not be built.
BaseMarketDataResult.Builder - Class in com.opengamma.strata.engine.marketdata
The bean-builder for BaseMarketDataResult.
BaseMarketDataResult.Meta - Class in com.opengamma.strata.engine.marketdata
The meta-bean for BaseMarketDataResult.
BaseProvider - Interface in com.opengamma.strata.pricer
A provider of data used for pricing.
BE - Static variable in class com.opengamma.strata.basics.location.Country
The country 'BE' - Belgium.
BeanTokenEvaluator - Class in com.opengamma.strata.report.result
Evaluates a token against a bean to produce another object.
BeanTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.BeanTokenEvaluator
 
beanType() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
beanType() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
beanType() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
beanType() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
beanType() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
beanType() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
beanType() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
beanType() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
beanType() - Method in class com.opengamma.strata.engine.CalculationRules.Meta
 
beanType() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
 
beanType() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
 
beanType() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
 
beanType() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
 
beanType() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
 
beanType() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
 
beanType() - Method in class com.opengamma.strata.engine.calculations.Results.Meta
 
beanType() - Method in class com.opengamma.strata.engine.Column.Meta
 
beanType() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
 
beanType() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
 
beanType() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
 
beanType() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
 
beanType() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
 
beanType() - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
 
beanType() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
 
beanType() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
 
beanType() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
 
beanType() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
 
beanType() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
 
beanType() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
 
beanType() - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
 
beanType() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
 
beanType() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
 
beanType() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
 
beanType() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
 
beanType() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
 
beanType() - Method in class com.opengamma.strata.finance.equity.Equity.Meta
 
beanType() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
 
beanType() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
 
beanType() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.Fx.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
 
beanType() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
 
beanType() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
 
beanType() - Method in class com.opengamma.strata.finance.SecurityLink.Meta
 
beanType() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
 
beanType() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
 
beanType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
beanType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.ParRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
 
beanType() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
 
beanType() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
beanType() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
 
beanType() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
 
beanType() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
beanType() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
 
beanType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
beanType() - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
 
beanType() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
beanType() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
beanType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
BGN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BGN' - Bulgarian Lev.
BHD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BHD' - Bahraini Dinar.
biConsumer(CheckedBiConsumer<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiConsumer interface.
biFunction(CheckedBiFunction<T, U, R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiFunction interface.
binaryOperator(CheckedBinaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BinaryOperator interface.
biPredicate(CheckedBiPredicate<T, U>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the BiPredicate interface.
BR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'BR' - Brazil.
BRL - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'BRL' - Brazil Dollar.
BUCKETED_GAMMA_PV01 - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the Bucketed Gamma PV01 of the calculation target.
BUCKETED_PV01 - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the Bucketed PV01 of the calculation target.
bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Applies a bucketed shift to a single node.
bucketedShiftParRatesinBps(int, double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
Applies a bucketed shift to a single node.
build() - Method in class com.opengamma.strata.basics.currency.FxMatrix.Builder
Build a new FxMatrix from the data in the builder.
build() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
build() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
build() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
build() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
build() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Build the time-series from the builder.
build() - Method in class com.opengamma.strata.engine.CalculationRules.Builder
 
build() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
 
build() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
 
build() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
 
build() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
 
build() - Method in class com.opengamma.strata.engine.calculations.Results.Builder
 
build() - Method in class com.opengamma.strata.engine.Column.Builder
 
build() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
 
build() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
 
build() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
 
build() - Method in class com.opengamma.strata.engine.config.FunctionConfigBuilder
Returns an instance of FunctionConfig built from the data in this builder.
build() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroupBuilder
Returns a function group built from the data in this builder.
build() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
 
build() - Method in class com.opengamma.strata.engine.config.pricing.PricingRuleBuilder
Returns a pricing rule built from the data in this builder.
build() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder
Builds a set of market data from the data in this builder.
build() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
 
build() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
 
build() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfigBuilder
Returns a MarketDataConfig instance built from the data in this builder.
build(I, MarketDataLookup, MarketDataConfig) - Method in interface com.opengamma.strata.engine.marketdata.functions.MarketDataFunction
Builds and returns the market data identified by the ID.
build(Set<? extends ObservableId>) - Method in class com.opengamma.strata.engine.marketdata.functions.MissingDataAwareObservableFunction
 
build(MissingMappingId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.functions.MissingMappingMarketDataFunction
 
build(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.engine.marketdata.functions.ObservableMarketDataFunction
Returns market data values for the IDs in requirements or the details of why the data couldn't be built.
build() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
 
build() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder
Returns a set of market data requirements built from the data in this builder.
build(MarketDataId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.NoMatchingRulesMarketDataFunction
 
build() - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
 
build() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder
Returns a set of scenario market data built from the data in this builder.
build() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
 
build() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
 
build() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
 
build() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
 
build() - Method in class com.opengamma.strata.finance.credit.Cds.Builder
 
build() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
 
build() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
 
build() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
 
build() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
 
build() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
 
build() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
 
build() - Method in class com.opengamma.strata.finance.equity.Equity.Builder
 
build() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
 
build() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
 
build() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
 
build() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
 
build() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
 
build() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
 
build() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
 
build() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
 
build() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
 
build() - Method in class com.opengamma.strata.finance.SecurityLink.Builder
 
build() - Method in class com.opengamma.strata.finance.TradeInfo.Builder
 
build() - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
 
build(CurveGroupId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
 
build(DiscountCurveId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountingCurveMarketDataFunction
 
build(ParRatesId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.ParRatesMarketDataFunction
 
build(RateIndexCurveId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.RateIndexCurveMarketDataFunction
 
build() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
build(ZeroRateDiscountFactorsId, MarketDataLookup, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.ZeroRateDiscountFactorsMarketDataFunction
 
build() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
 
build() - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Returns a set of market data mappings built from the data in this builder.
build() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
 
build() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
 
build() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
 
build() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShiftBuilder
Returns an instance of CurvePointShift built from the data in this builder.
build() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
 
build() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
 
build() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
build() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder
Returns configuration for a curve group built from the data in this object.
build() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
 
build() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
 
build() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
 
build() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
build() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
 
build() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
 
build() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
build() - Method in class com.opengamma.strata.market.curve.ParRates.Builder
 
build() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
 
build() - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Builds the map.
build() - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
 
build() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
build() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Builds the resulting point sensitivity.
build() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
build() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
 
build() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
build() - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
 
build() - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
build() - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
build() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
buildBaseMarketData(MarketDataRequirements, BaseMarketData, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.DefaultMarketDataFactory
 
buildBaseMarketData(MarketDataRequirements, BaseMarketData, MarketDataConfig) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataFactory
Builds the market data required for performing calculations over a portfolio.
buildCurveGroup(CurveGroupConfig, MarketDataLookup, MarketDataFeed) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
Builds a curve group given the configuration for the group and a set of market data.
builder() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a builder that can be used to build instances of FxMatrix.
builder() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
builder() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
builder() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
builder() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
builder() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
builder() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.Schedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
builder() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
builder() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
builder() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.basics.value.ValueStep
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
builder() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
builder() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
builder() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
builder() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
builder() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Creates an empty builder, used to create time-series.
builder() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
builder() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
builder() - Static method in class com.opengamma.strata.engine.CalculationRules
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.CalculationRules.Meta
 
builder() - Static method in class com.opengamma.strata.engine.calculations.CalculationResult
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
 
builder() - Static method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
 
builder() - Static method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
 
builder() - Static method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
 
builder() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
 
builder() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
 
builder() - Static method in class com.opengamma.strata.engine.calculations.Results
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.calculations.Results.Meta
 
builder() - Static method in class com.opengamma.strata.engine.Column
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.Column.Meta
 
builder() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
 
builder() - Static method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
 
builder() - Static method in class com.opengamma.strata.engine.config.CalculationTasksConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
 
builder() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
 
builder() - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
 
builder(Class<? extends CalculationSingleFunction<T, ?>>) - Static method in class com.opengamma.strata.engine.config.FunctionConfig
Returns a mutable builder for building FunctionConfig.
builder() - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
 
builder(Class<T>) - Static method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
Returns a mutable builder for building a default function group.
builder() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
 
builder() - Static method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
 
builder(Class<T>) - Static method in class com.opengamma.strata.engine.config.pricing.PricingRule
Returns a builder for building pricing rules.
builder() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
 
builder(LocalDate) - Static method in class com.opengamma.strata.engine.marketdata.BaseMarketData
Returns an empty mutable builder for building a new instance of BaseMarketData.
builder() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
 
builder() - Static method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
 
builder() - Static method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
Returns a mutable builder for building an instance of MarketDataConfig.
builder() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
 
builder() - Static method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
 
builder() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
 
builder() - Static method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
Returns an empty mutable builder for building up a set of requirements.
builder() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.engine.marketdata.Observables
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
 
builder(int) - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns a mutable builder for building a set of scenario market data.
builder(int, LocalDate) - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns a mutable builder for building a set of scenario market data where every scenario has the same valuation date.
builder() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
 
builder() - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
 
builder() - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
 
builder() - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
 
builder() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
 
builder() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
 
builder() - Static method in class com.opengamma.strata.examples.marketdata.ExampleMarketData
Gets a market data builder for the built-in example market data.
builder() - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
 
builder() - Static method in class com.opengamma.strata.finance.credit.Cds
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
 
builder() - Static method in class com.opengamma.strata.finance.credit.CdsTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.credit.ExpandedCds
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Restricted constructor.
Builder(ExpandedCds) - Constructor for class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
 
builder() - Static method in class com.opengamma.strata.finance.credit.FeeLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
 
builder() - Static method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.credit.PeriodicPayments
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
 
builder() - Static method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.credit.SinglePayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
 
builder() - Static method in class com.opengamma.strata.finance.equity.Equity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.equity.Equity.Meta
 
builder() - Static method in class com.opengamma.strata.finance.equity.EquityFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
 
builder() - Static method in class com.opengamma.strata.finance.equity.EquityFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.equity.EquityTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.future.GenericFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
 
builder() - Static method in class com.opengamma.strata.finance.future.GenericFutureOption
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.future.GenericFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
 
builder() - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
 
builder() - Static method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
 
builder() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
 
builder() - Method in class com.opengamma.strata.finance.fx.Fx.Meta
 
builder() - Static method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
 
builder() - Static method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.fx.FxPayment
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
 
builder() - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
 
builder() - Static method in class com.opengamma.strata.finance.fx.FxSwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.fx.FxTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.fx.FxVanillaOption
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
Restricted constructor.
Builder(FxVanillaOption) - Constructor for class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
 
builder() - Static method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.FixedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.fra.Fra
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.fra.FraConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.fra.FraTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.fra.FraTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.future.IborFuture
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
Restricted constructor.
Builder(IborFutureOption) - Constructor for class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.IborRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
Restricted constructor.
Builder(InflationInterpolatedRateObservation) - Constructor for class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.FxReset
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
 
builder(SchedulePeriod) - Static method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean, based on a schedule period.
builder() - Static method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.Swap
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.SwapTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swaption.Swaption
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
Restricted constructor.
Builder(Swaption) - Constructor for class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
 
builder() - Static method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
 
builder() - Static method in class com.opengamma.strata.finance.SecurityLink
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.SecurityLink.Meta
 
builder() - Static method in class com.opengamma.strata.finance.TradeInfo
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
 
builder(R) - Static method in class com.opengamma.strata.finance.UnitSecurity
Returns a builder used to create an instance, specifying the product.
builder() - Static method in class com.opengamma.strata.finance.UnitSecurity
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
 
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
 
builder(ShiftType) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
Returns a new mutable builder for building instances of CurvePointShift.
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
 
builder() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
builder() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
builder() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Restricted constructor.
Builder(SwapLegAmount) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
Returns a mutable builder for building the configuration for a curve group.
builder() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.config.FraCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.CurveGroup
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.ParRates
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.ParRates.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeId
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
 
builder() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
 
builder() - Static method in class com.opengamma.strata.market.explain.ExplainMap
Returns a builder for creating the map.
builder() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
builder() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
 
builder() - Static method in class com.opengamma.strata.market.id.ParRatesId
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
 
builder() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
 
builder() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
builder() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
builder() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
builder() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
 
builder() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
 
builder() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
 
builder() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
builder() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Returns a builder used to create an instance of the bean.
builder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
builder() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
 
builder() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Restricted constructor.
Builder(CashFlowReport) - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
builder() - Static method in class com.opengamma.strata.report.format.FormatSettings
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.format.FormatSettings.Builder
Restricted constructor.
Builder(FormatSettings) - Constructor for class com.opengamma.strata.report.format.FormatSettings.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
 
builder() - Static method in class com.opengamma.strata.report.ReportCalculationResults
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.ReportCalculationResults.Builder
Restricted constructor.
Builder(ReportCalculationResults) - Constructor for class com.opengamma.strata.report.ReportCalculationResults.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
builder() - Static method in class com.opengamma.strata.report.ReportRequirements
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.ReportRequirements.Builder
Restricted constructor.
Builder(ReportRequirements) - Constructor for class com.opengamma.strata.report.ReportRequirements.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReport
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.trade.TradeReport.Builder
Restricted constructor.
Builder(TradeReport) - Constructor for class com.opengamma.strata.report.trade.TradeReport.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Restricted constructor.
Builder(TradeReportColumn) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
builder() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
Returns a builder used to create an instance of the bean.
Builder() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
Restricted constructor.
Builder(TradeReportTemplate) - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
Restricted copy constructor.
builder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Builds the point sensitivity, adding to the specified mutable instance.
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
buildInto(MutablePointSensitivities) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
buildScenarioMarketData(MarketDataRequirements, BaseMarketData, ScenarioDefinition, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.DefaultMarketDataFactory
 
buildScenarioMarketData(MarketDataRequirements, BaseMarketData, ScenarioDefinition, MarketDataConfig) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataFactory
Builds the market data required for performing calculations over a portfolio for a set of scenarios.
buildSnapshot(LocalDate) - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder
Builds a market data snapshot from this environment.
BusinessDayAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date if it falls on a day other than a business day.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the businessDayAdjustment property in the builder.
businessDayAdjustment - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
The business day adjustment to apply to the start and end dates.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
The meta-property for the businessDayAdjustment property.
businessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
Sets the businessDayAdjustment property in the builder.
businessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
The meta-property for the businessDayAdjustment property.
BusinessDayAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for BusinessDayAdjustment.
BusinessDayAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for BusinessDayAdjustment.
BusinessDayConvention - Interface in com.opengamma.strata.basics.date
A convention defining how to adjust a date if it falls on a day other than a business day.
BusinessDayConventions - Class in com.opengamma.strata.basics.date
Constants and implementations for standard business day conventions.
BuySell - Enum in com.opengamma.strata.basics
Flag indicating whether a trade is "buy" or "sell".
buySell(BuySell) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
Sets the buySell property in the builder.
buySell() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
Sets the buySell property in the builder.
buySell() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
The meta-property for the buySell property.
buySell(BuySell) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the buySell property in the builder.
buySell() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the buySell property.
buySellProtection(BuySell) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
Sets the buySellProtection property in the builder.
buySellProtection() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
The meta-property for the buySellProtection property.
buySellProtection(BuySell) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the buySellProtection property in the builder.
buySellProtection() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the buySellProtection property.

C

CA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CA' - Canada.
CAD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CAD' - Canadian Dollar.
CADCDOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the CAD CDOR 3M index.
calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, BaseMarketData) - Method in interface com.opengamma.strata.engine.CalculationEngine
Calculates values of measures for a set of targets.
calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, BaseMarketData, ScenarioDefinition) - Method in interface com.opengamma.strata.engine.CalculationEngine
Calculates values of measures for a set of targets over multiple scenarios.
calculate(CalculationTasks, BaseMarketData) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner
Performs a set of calculations for a single scenario.
calculate(CalculationTasks, ScenarioMarketData) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner
Performs a set of calculations for multiple scenarios, each with a different set of market data.
calculate(CalculationTasks, BaseMarketData) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
 
calculate(CalculationTasks, ScenarioMarketData) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
 
calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, BaseMarketData) - Method in class com.opengamma.strata.engine.DefaultCalculationEngine
 
calculate(List<? extends CalculationTarget>, List<Column>, CalculationRules, BaseMarketData, ScenarioDefinition) - Method in class com.opengamma.strata.engine.DefaultCalculationEngine
 
calculateAsync(CalculationTasks, BaseMarketData, CalculationListener) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner
Asynchronously performs a set of calculations for a single scenario, invoking a listener as each calculation completes.
calculateAsync(CalculationTasks, ScenarioMarketData, CalculationListener) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner
Asynchronously performs a set of calculations for multiple scenarios, each with a different set of market data.
calculateAsync(CalculationTasks, BaseMarketData, CalculationListener) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
 
calculateAsync(CalculationTasks, ScenarioMarketData, CalculationListener) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
 
calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Calculates the effective date from the fixing date.
calculateEffectiveFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the effective date from the fixing date.
calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Calculates the fixing date from the effective date.
calculateFixingFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the fixing date from the effective date.
calculateFixingFromMaturity(LocalDate) - Method in interface com.opengamma.strata.basics.index.FxIndex
Calculates the fixing date from the maturity date.
calculateFixingFromMaturity(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.IborIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Calculates the maturity date from the effective date.
calculateMaturityFromEffective(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the maturity date from the effective date.
calculateMaturityFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.FxIndex
Calculates the maturity date from the fixing date.
calculateMaturityFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
calculatePublicationFromFixing(LocalDate) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Calculates the publication date from the fixing date.
calculatePublicationFromFixing(LocalDate) - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Calculates the publication date from the fixing date.
calculateSemiParallelGamma(NodalCurve, Currency, Function<NodalCurve, CurveCurrencyParameterSensitivity>) - Method in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Computes the "sum-of-column gamma" or "semi-parallel gamma" for a sensitivity function.
calculation(RateCalculation) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
Sets the calculation property in the builder.
calculation() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
The meta-property for the calculation property.
CalculationEngine - Interface in com.opengamma.strata.engine
The calculation engine is the main entry point for performing calculations.
calculationEngine() - Method in class com.opengamma.strata.function.StandardComponents
Returns a calculation engine capable of calculating the standard set of measures for the standard asset classes, using market data provided by the caller.
CalculationFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.engine.calculations.function
Supertype of all functions that calculate values of measures for a target.
CalculationListener - Interface in com.opengamma.strata.engine.calculations
Listener that is notified when calculations are performed by a CalculationRunner.
CalculationMarketData - Interface in com.opengamma.strata.engine.marketdata
A source of market data provided to an engine function and used for a calculation across multiple scenarios.
CalculationMultiFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.engine.calculations.function
A function that calculates multiple values for a target using multiple sets of market data.
CalculationRequirements - Class in com.opengamma.strata.engine.marketdata
Specifies the market data required for a calculation.
CalculationRequirements.Builder - Class in com.opengamma.strata.engine.marketdata
The bean-builder for CalculationRequirements.
CalculationRequirements.Meta - Class in com.opengamma.strata.engine.marketdata
The meta-bean for CalculationRequirements.
CalculationResult - Class in com.opengamma.strata.engine.calculations
The result of a single calculation performed by a CalculationRunner.
CalculationResult.Builder - Class in com.opengamma.strata.engine.calculations
The bean-builder for CalculationResult.
CalculationResult.Meta - Class in com.opengamma.strata.engine.calculations
The meta-bean for CalculationResult.
calculationResults(Results) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the calculationResults property in the builder.
calculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the calculationResults property.
CalculationRules - Class in com.opengamma.strata.engine
A set of rules that define how the calculation engine should perform calculations.
CalculationRules.Builder - Class in com.opengamma.strata.engine
The bean-builder for CalculationRules.
CalculationRules.Meta - Class in com.opengamma.strata.engine
The meta-bean for CalculationRules.
CalculationRunner - Interface in com.opengamma.strata.engine.calculations
Runs a set of calculations over a portfolio and returns the results.
calculationRunner() - Method in class com.opengamma.strata.function.StandardComponents
Returns a calculation runner which uses a fixed thread pool.
calculationsComplete() - Method in class com.opengamma.strata.engine.calculations.AggregatingCalculationListener
 
calculationsComplete() - Method in interface com.opengamma.strata.engine.calculations.CalculationListener
Invoked when all calculations have completed.
CalculationSingleFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.engine.calculations.function
A function that calculates a value for a target using multiple sets of market data.
CalculationTarget - Interface in com.opengamma.strata.basics
The target of calculation within a system.
CalculationTask - Class in com.opengamma.strata.engine.calculations
Wraps an input and a function that calculates a value for the input.
CalculationTask(CalculationTarget, int, int, CalculationSingleFunction<? extends CalculationTarget, ?>, MarketDataMappings, ReportingRules) - Constructor for class com.opengamma.strata.engine.calculations.CalculationTask
Creates a task, based on the target, the location of the result in the results grid, the function, mappings and reporting rules.
CalculationTaskConfig - Class in com.opengamma.strata.engine.config
Configuration of a task that calculates the value of a single measure for a target.
CalculationTaskConfig.Builder - Class in com.opengamma.strata.engine.config
The bean-builder for CalculationTaskConfig.
CalculationTaskConfig.Meta - Class in com.opengamma.strata.engine.config
The meta-bean for CalculationTaskConfig.
CalculationTasks - Class in com.opengamma.strata.engine.calculations
The functions for performing a set of calculations and the market data required by the calculations.
CalculationTasks(List<CalculationTask>, List<Column>) - Constructor for class com.opengamma.strata.engine.calculations.CalculationTasks
 
CalculationTasksConfig - Class in com.opengamma.strata.engine.config
Configuration for a set of tasks that calculate values of measures for a set of targets.
CalculationTasksConfig.Builder - Class in com.opengamma.strata.engine.config
The bean-builder for CalculationTasksConfig.
CalculationTasksConfig.Meta - Class in com.opengamma.strata.engine.config
The meta-bean for CalculationTasksConfig.
calendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
Sets the calendar property in the builder.
calendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
The meta-property for the calendar property.
calendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the calendar property in the builder.
calendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the calendar property.
CashFlow - Class in com.opengamma.strata.market.amount
A single cash flow of a currency amount on a specific date.
CashFlow.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for CashFlow.
cashFlowEquivalent(Swap, RatesProvider) - Method in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator
Computes the cash flow equivalent of a swap.
cashFlowEquivalent(ExpandedSwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator
Computes the cash flow equivalent of a swap.
cashFlowEquivalent(PaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator
Computes the cash flow equivalent of a payment period.
CashflowEquivalentTheoreticalCalculator - Class in com.opengamma.strata.pricer.calculator
Calculator to compute the cash flow equivalent of some interest rate derivative.
CashflowEquivalentTheoreticalCalculator() - Constructor for class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator
 
CashFlowReport - Class in com.opengamma.strata.report.cashflow
Represents a cash flow report.
CashFlowReport(CashFlowReport.Builder) - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReport
Restricted constructor.
CashFlowReport.Builder - Class in com.opengamma.strata.report.cashflow
The bean-builder for CashFlowReport.
CashFlowReport.Meta - Class in com.opengamma.strata.report.cashflow
The meta-bean for CashFlowReport.
CashFlowReportFormatter - Class in com.opengamma.strata.report.cashflow
Formatter for cash flow reports.
CashFlowReportFormatter() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
 
CashFlowReportRunner - Class in com.opengamma.strata.report.cashflow
Report runner for cash flow reports.
CashFlowReportRunner() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportRunner
 
CashFlowReportTemplate - Class in com.opengamma.strata.report.cashflow
Marker template implementation for a cash flow report.
CashFlowReportTemplate() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplate
 
CashFlowReportTemplateIniLoader - Class in com.opengamma.strata.report.cashflow
Loads a cash flow report template from the standard INI file format.
CashFlowReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
CashFlows - Class in com.opengamma.strata.market.amount
A collection of cash flows.
cashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
The meta-property for the cashFlows property.
cashFlows(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Calculates the future cash flow of the FRA product.
cashFlows(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer
Calculates the future cash flow of the FRA trade.
cashFlows(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Calculates the future cash flows of the swap leg.
cashFlows(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Calculates the future cash flows of the swap product.
cashFlows(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer
Calculates the future cash flows of the swap trade.
CashFlows.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for CashFlows.
cashSettled(boolean) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
Sets the cashSettled property in the builder.
cashSettled() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
The meta-property for the cashSettled property.
category(FormatCategory) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
Sets the category property in the builder.
category() - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
The meta-property for the category property.
causeType() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the causeType property.
Cds - Class in com.opengamma.strata.finance.credit
A credit default swap (CDS), including single-name and index swaps.
Cds.Builder - Class in com.opengamma.strata.finance.credit
The bean-builder for Cds.
Cds.Meta - Class in com.opengamma.strata.finance.credit
The meta-bean for Cds.
CdsConvention - Interface in com.opengamma.strata.finance.credit.type
A market convention for how CDS trades are structured in different regions and currencies.
cdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
The meta-property for the cdsConvention property.
CdsConventions - Class in com.opengamma.strata.finance.credit.type
Constants for standard CDS market conventions.
CdsCs01BucketedParFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates vector CS01 of a CdsTrade for each of a set of scenarios.
CdsCs01BucketedParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedParFunction
 
CdsCs01ParallelParFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates scalar CS01 of a CdsTrade for each of a set of scenarios.
CdsCs01ParallelParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelParFunction
 
CdsDatesLogic - Class in com.opengamma.strata.finance.credit
Utility for producing sets of CDS dates.
CdsFunctionGroups - Class in com.opengamma.strata.function.calculation.credit
Contains function groups for built-in CDS engine functions.
CdsIr01BucketedParFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates vector IR01 of a CdsTrade for each of a set of scenarios.
CdsIr01BucketedParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedParFunction
 
CdsIr01ParallelParFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates scalar IR01 of a CdsTrade for each of a set of scenarios.
CdsIr01ParallelParFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelParFunction
 
CdsPricingExample - Class in com.opengamma.strata.examples.finance
Example to illustrate using the engine to price a credit default swap.
CdsPricingExample() - Constructor for class com.opengamma.strata.examples.finance.CdsPricingExample
 
CdsProduct - Interface in com.opengamma.strata.finance.credit
A product representing a credit default swap (CDS), including single-name and index swaps.
CdsPvFunction - Class in com.opengamma.strata.function.calculation.credit
Calculates the present value of a CdsTrade for each of a set of scenarios.
CdsPvFunction() - Constructor for class com.opengamma.strata.function.calculation.credit.CdsPvFunction
 
CdsTrade - Class in com.opengamma.strata.finance.credit
A trade in a credit default swap (CDS).
CdsTrade.Builder - Class in com.opengamma.strata.finance.credit
The bean-builder for CdsTrade.
CdsTrade.Meta - Class in com.opengamma.strata.finance.credit
The meta-bean for CdsTrade.
CdsTradeExample - Class in com.opengamma.strata.examples.finance
An example application showing how to load the example portfolio from the classpath as well as build an equivalent portfolio using the Strata API.
CdsTradeExample() - Constructor for class com.opengamma.strata.examples.finance.CdsTradeExample
 
CH - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CH' - Switzerland.
CH_CPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Switzerland, "Non-revised Consumer Price Index".
CheckedBiConsumer<T,U> - Interface in com.opengamma.strata.collect.function
A checked version of BiConsumer.
CheckedBiFunction<T,U,R> - Interface in com.opengamma.strata.collect.function
A checked version of BiFunction.
CheckedBinaryOperator<T> - Interface in com.opengamma.strata.collect.function
A checked version of BinaryOperator.
CheckedBiPredicate<T,U> - Interface in com.opengamma.strata.collect.function
A checked version of BiPredicate.
CheckedConsumer<T> - Interface in com.opengamma.strata.collect.function
A checked version of Consumer.
CheckedFunction<T,R> - Interface in com.opengamma.strata.collect.function
A checked version of Function.
CheckedPredicate<T> - Interface in com.opengamma.strata.collect.function
A checked version of Predicate.
CheckedRunnable - Interface in com.opengamma.strata.collect.function
A checked version of Runnable.
CheckedSupplier<R> - Interface in com.opengamma.strata.collect.function
A checked version of Supplier.
CheckedUnaryOperator<T> - Interface in com.opengamma.strata.collect.function
A checked version of UnaryOperator.
CHF - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EUR' - Swiss Franc.
CHF_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for CHF.
CHF_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for CHF.
CHF_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for CHF.
CHF_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for CHF.
CHF_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for CHF.
CHF_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for CHF.
CHF_TOIS - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The TOIS index for CHF.
CHF_TOIS - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the EUR EONIA index.
CHFLIBOR12M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the GBP LIBOR 12M index.
CHFLIBOR1M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the GBP LIBOR 1M index.
CHFLIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the GBP LIBOR 3M index.
CHFLIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the GBP LIBOR 6M index.
CHZU - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for Zurich, Switzerland, with code 'EUTA'.
CL - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CL' - Chile.
CLASSPATH_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
The prefix for classpath resource locators.
cloned() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
cloned() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
cloned() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Clones the point sensitivity builder.
cloned() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
cloned() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
closeListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Closes the currently open list.
CLP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CLP' - Chilean Peso.
CN - Static variable in class com.opengamma.strata.basics.location.Country
The country 'CN' - China.
CNY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CNY' - Chinese Yuan.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.IborRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.finance.rate.RateObservation
Collects all the indices referred to by this observation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod
Collects all the indices referred to by this period.
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.finance.rate.swap.RateCalculation
Collects all the indices referred to by this calculation.
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
 
collectIndices(ImmutableSet.Builder<Index>) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
 
collectIndices(ImmutableSet.Builder<Index>) - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg
Collects all the indices referred to by this leg.
collector() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a collector that can be used to create a multi-currency amount from a stream of amounts.
collector() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a collector that can be used to create a time-series from a stream of points.
Column - Class in com.opengamma.strata.engine
Defines a column in a set of calculation results.
Column.Builder - Class in com.opengamma.strata.engine
The bean-builder for Column.
Column.Meta - Class in com.opengamma.strata.engine
The meta-bean for Column.
columnCount(int) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
Sets the columnCount property in the builder.
columnCount() - Method in class com.opengamma.strata.engine.calculations.Results.Meta
The meta-property for the columnCount property.
ColumnDefinition - Interface in com.opengamma.strata.engine
A column definition specifies the name of the column and the measure displayed in the column for each target.
columnHeaders(String...) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the columnHeaders property in the builder.
columnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the columnHeaders property.
columnHeaders(String...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the columnHeaders property in the builder.
columnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the columnHeaders property.
columnIndex(int) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
Sets the columnIndex property in the builder.
columnIndex() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
The meta-property for the columnIndex property.
columnIndex(int) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
Sets the columnIndex property in the builder.
columnIndex() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
The meta-property for the columnIndex property.
columnKeys(List<ExplainKey<?>>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the columnKeys property in the builder.
columnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the columnKeys property.
ColumnName - Class in com.opengamma.strata.engine
The name of a column in the grid of calculation results.
columns(List<Column>) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
Sets the columns property in the builder.
columns(Column...) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
The meta-property for the columns property.
columns(List<Column>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the columns property in the builder.
columns(Column...) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the columns property.
columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the columns property in the builder.
columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the columns property.
columns(List<TradeReportColumn>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
Sets the columns property in the builder.
columns(TradeReportColumn...) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
Sets the columns property in the builder from an array of objects.
columns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
The meta-property for the columns property.
com.opengamma.strata.basics - package com.opengamma.strata.basics
Basic tools to work with financial markets.
com.opengamma.strata.basics.currency - package com.opengamma.strata.basics.currency
Representations of currency and money.
com.opengamma.strata.basics.date - package com.opengamma.strata.basics.date
Basic financial tools for working with dates.
com.opengamma.strata.basics.index - package com.opengamma.strata.basics.index
Entity objects describing common market indexes, such as LIBOR and FED FUND.
com.opengamma.strata.basics.interpolator - package com.opengamma.strata.basics.interpolator
Types for interpolating between existing values in a set of data.
com.opengamma.strata.basics.location - package com.opengamma.strata.basics.location
Representations of a geographic location.
com.opengamma.strata.basics.market - package com.opengamma.strata.basics.market
Basic types for modelling the market and market data.
com.opengamma.strata.basics.schedule - package com.opengamma.strata.basics.schedule
Basic financial tools for working with date-based schedules.
com.opengamma.strata.basics.value - package com.opengamma.strata.basics.value
Basic financial tools for working with values.
com.opengamma.strata.collect - package com.opengamma.strata.collect
Root package for common data structures used by OpenGamma.
com.opengamma.strata.collect.function - package com.opengamma.strata.collect.function
Additional functional interfaces not supplied by Java SE 8.
com.opengamma.strata.collect.id - package com.opengamma.strata.collect.id
Identifier and link data structures.
com.opengamma.strata.collect.io - package com.opengamma.strata.collect.io
Provides utilities for the management of input and output.
com.opengamma.strata.collect.named - package com.opengamma.strata.collect.named
Named data structures.
com.opengamma.strata.collect.range - package com.opengamma.strata.collect.range
Range data structures.
com.opengamma.strata.collect.result - package com.opengamma.strata.collect.result
Result data structures.
com.opengamma.strata.collect.timeseries - package com.opengamma.strata.collect.timeseries
Time-series data structures.
com.opengamma.strata.collect.tuple - package com.opengamma.strata.collect.tuple
Tuple data structures.
com.opengamma.strata.collect.type - package com.opengamma.strata.collect.type
Data structures for types.
com.opengamma.strata.engine - package com.opengamma.strata.engine
Engine API.
com.opengamma.strata.engine.calculations - package com.opengamma.strata.engine.calculations
Types used by the calculation engine for performing calculations.
com.opengamma.strata.engine.calculations.function - package com.opengamma.strata.engine.calculations.function
Contains the interfaces implemented by functions that perform calculations in the calculation engine.
com.opengamma.strata.engine.calculations.function.result - package com.opengamma.strata.engine.calculations.function.result
Types which are used as return values from CalculationFunction implementations.
com.opengamma.strata.engine.config - package com.opengamma.strata.engine.config
Configuration types for the calculation engine.
com.opengamma.strata.engine.config.pricing - package com.opengamma.strata.engine.config.pricing
Configuration types for specifying how calculations should be performed.
com.opengamma.strata.engine.marketdata - package com.opengamma.strata.engine.marketdata
Market data containers used by the calculation engine.
com.opengamma.strata.engine.marketdata.config - package com.opengamma.strata.engine.marketdata.config
Configuration that specifies how market data values should be built by the market data functions.
com.opengamma.strata.engine.marketdata.functions - package com.opengamma.strata.engine.marketdata.functions
Contains the MarketDataBuilder interface and its implementations which are used to build the market data used in calculations.
com.opengamma.strata.engine.marketdata.mapping - package com.opengamma.strata.engine.marketdata.mapping
Types for converting market data keys to market data IDs.
com.opengamma.strata.engine.marketdata.scenarios - package com.opengamma.strata.engine.marketdata.scenarios
Types that define scenarios which allow perturbations to be applied to market data.
com.opengamma.strata.engine.marketdata.scenarios.curves - package com.opengamma.strata.engine.marketdata.scenarios.curves
Types defining market data filter and perturbation implementations that apply to curves.
com.opengamma.strata.examples.basics - package com.opengamma.strata.examples.basics
 
com.opengamma.strata.examples.data - package com.opengamma.strata.examples.data
 
com.opengamma.strata.examples.engine - package com.opengamma.strata.examples.engine
 
com.opengamma.strata.examples.finance - package com.opengamma.strata.examples.finance
 
com.opengamma.strata.examples.marketdata - package com.opengamma.strata.examples.marketdata
 
com.opengamma.strata.examples.marketdata.credit.markit - package com.opengamma.strata.examples.marketdata.credit.markit
 
com.opengamma.strata.examples.marketdata.curve - package com.opengamma.strata.examples.marketdata.curve
 
com.opengamma.strata.examples.marketdata.timeseries - package com.opengamma.strata.examples.marketdata.timeseries
 
com.opengamma.strata.examples.report - package com.opengamma.strata.examples.report
 
com.opengamma.strata.finance - package com.opengamma.strata.finance
Entity objects describing the domain of finance.
com.opengamma.strata.finance.common - package com.opengamma.strata.finance.common
 
com.opengamma.strata.finance.credit - package com.opengamma.strata.finance.credit
Entity objects describing a credit default swap (CDS).
com.opengamma.strata.finance.credit.type - package com.opengamma.strata.finance.credit.type
 
com.opengamma.strata.finance.equity - package com.opengamma.strata.finance.equity
 
com.opengamma.strata.finance.future - package com.opengamma.strata.finance.future
 
com.opengamma.strata.finance.fx - package com.opengamma.strata.finance.fx
 
com.opengamma.strata.finance.rate - package com.opengamma.strata.finance.rate
Entity objects describing the rate-based financial instruments.
com.opengamma.strata.finance.rate.deposit - package com.opengamma.strata.finance.rate.deposit
 
com.opengamma.strata.finance.rate.fra - package com.opengamma.strata.finance.rate.fra
Entity objects describing a forward rate agreement (FRA).
com.opengamma.strata.finance.rate.future - package com.opengamma.strata.finance.rate.future
Entity objects describing futures contracts.
com.opengamma.strata.finance.rate.swap - package com.opengamma.strata.finance.rate.swap
Entity objects describing a swap.
com.opengamma.strata.finance.rate.swap.type - package com.opengamma.strata.finance.rate.swap.type
 
com.opengamma.strata.finance.rate.swaption - package com.opengamma.strata.finance.rate.swaption
 
com.opengamma.strata.function - package com.opengamma.strata.function
 
com.opengamma.strata.function.calculation - package com.opengamma.strata.function.calculation
 
com.opengamma.strata.function.calculation.credit - package com.opengamma.strata.function.calculation.credit
 
com.opengamma.strata.function.calculation.future - package com.opengamma.strata.function.calculation.future
 
com.opengamma.strata.function.calculation.rate - package com.opengamma.strata.function.calculation.rate
 
com.opengamma.strata.function.calculation.rate.swap - package com.opengamma.strata.function.calculation.rate.swap
 
com.opengamma.strata.function.fx - package com.opengamma.strata.function.fx
 
com.opengamma.strata.function.interpolator - package com.opengamma.strata.function.interpolator
Interpolators for interpolating in one and two dimensions.
com.opengamma.strata.function.marketdata.curve - package com.opengamma.strata.function.marketdata.curve
Market data functions used for building curves and related market data types.
com.opengamma.strata.function.marketdata.mapping - package com.opengamma.strata.function.marketdata.mapping
 
com.opengamma.strata.function.marketdata.scenarios.curves - package com.opengamma.strata.function.marketdata.scenarios.curves
Market data filters and perturbations that apply to curves and related market data types.
com.opengamma.strata.function.rate.deposit - package com.opengamma.strata.function.rate.deposit
 
com.opengamma.strata.function.rate.fra - package com.opengamma.strata.function.rate.fra
 
com.opengamma.strata.function.rate.swap - package com.opengamma.strata.function.rate.swap
 
com.opengamma.strata.market.amount - package com.opengamma.strata.market.amount
Defines representations of amounts typically used as result types.
com.opengamma.strata.market.curve - package com.opengamma.strata.market.curve
Definitions of curves.
com.opengamma.strata.market.curve.config - package com.opengamma.strata.market.curve.config
Definitions of curve configuration.
com.opengamma.strata.market.explain - package com.opengamma.strata.market.explain
 
com.opengamma.strata.market.id - package com.opengamma.strata.market.id
Package containing IDs that identify items of market data.
com.opengamma.strata.market.key - package com.opengamma.strata.market.key
Package containing keys that identify items or market data.
com.opengamma.strata.market.sensitivity - package com.opengamma.strata.market.sensitivity
Entity objects for sensitivities.
com.opengamma.strata.market.value - package com.opengamma.strata.market.value
 
com.opengamma.strata.pricer - package com.opengamma.strata.pricer
Pricer API.
com.opengamma.strata.pricer.calculator - package com.opengamma.strata.pricer.calculator
 
com.opengamma.strata.pricer.credit - package com.opengamma.strata.pricer.credit
 
com.opengamma.strata.pricer.dataset - package com.opengamma.strata.pricer.dataset
 
com.opengamma.strata.pricer.fx - package com.opengamma.strata.pricer.fx
 
com.opengamma.strata.pricer.impl - package com.opengamma.strata.pricer.impl
Implementations of the pricer API.
com.opengamma.strata.pricer.impl.rate - package com.opengamma.strata.pricer.impl.rate
Implementations of the rate pricer API.
com.opengamma.strata.pricer.impl.rate.swap - package com.opengamma.strata.pricer.impl.rate.swap
Implementations of the rate swap pricer API.
com.opengamma.strata.pricer.provider - package com.opengamma.strata.pricer.provider
 
com.opengamma.strata.pricer.rate - package com.opengamma.strata.pricer.rate
Rate pricer API.
com.opengamma.strata.pricer.rate.deposit - package com.opengamma.strata.pricer.rate.deposit
 
com.opengamma.strata.pricer.rate.fra - package com.opengamma.strata.pricer.rate.fra
Forward rate agreement pricer API.
com.opengamma.strata.pricer.rate.future - package com.opengamma.strata.pricer.rate.future
Futures pricer API.
com.opengamma.strata.pricer.rate.swap - package com.opengamma.strata.pricer.rate.swap
Swap pricer API.
com.opengamma.strata.pricer.rate.swaption - package com.opengamma.strata.pricer.rate.swaption
 
com.opengamma.strata.pricer.sensitivity - package com.opengamma.strata.pricer.sensitivity
Calculators for sensitivities.
com.opengamma.strata.report - package com.opengamma.strata.report
 
com.opengamma.strata.report.cashflow - package com.opengamma.strata.report.cashflow
 
com.opengamma.strata.report.format - package com.opengamma.strata.report.format
 
com.opengamma.strata.report.result - package com.opengamma.strata.report.result
 
com.opengamma.strata.report.trade - package com.opengamma.strata.report.trade
 
combine(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
combine(Iterable<? extends Result<T>>, Function<Stream<T>, R>) - Static method in class com.opengamma.strata.collect.result.Result
Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes wrapping the result in a success result.
combine(List<MarketDataRequirements>) - Static method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
Merges multiple sets of requirements into a single set.
combineByAddition(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the sum of the two matching inputs.
combineByMultiplication(double[], double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the multiplication of the two matching inputs.
COMBINED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The combined rate, including weighting.
combinedWith(PropertySet) - Method in class com.opengamma.strata.collect.io.PropertySet
Combines this property set with another.
combinedWith(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlows
Combines this cash flows instance with another cash flow.
combinedWith(CashFlows) - Method in class com.opengamma.strata.market.amount.CashFlows
Combines this cash flows instance with another one.
combinedWith(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(CurveUnitParameterSensitivities) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Combines this parameter sensitivities with another instance.
combinedWith(PointSensitivityBuilder) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
combinedWith(PointSensitivities) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Combines this point sensitivities with another instance.
combinedWith(PointSensitivityBuilder) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Combines this sensitivity with another instance.
combineLenient(double[], double[], DoubleBinaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Combines two arrays, returning an array where each element is the combination of the two matching inputs.
combineWith(HolidayCalendar) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Combines this holiday calendar with another.
combineWith(HolidayCalendar) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
combineWith(Result<U>, BiFunction<T, U, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
Combines this result with another result.
combineWith(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Deprecated.
comp01 - Static variable in class com.opengamma.strata.examples.finance.CdsTradeExample
 
comp02 - Static variable in class com.opengamma.strata.examples.finance.CdsTradeExample
 
compareExcludingSensitivity(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Compares two sensitivity objects, excluding the parameter sensitivity values.
compareExcludingSensitivity(CurveUnitParameterSensitivity) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Compares two sensitivity objects, excluding the parameter sensitivity values.
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
compareExcludingSensitivity(PointSensitivity) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Compares two sensitivities, excluding the point sensitivity value.
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
compareExcludingSensitivity(PointSensitivity) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
compareTo(Currency) - Method in class com.opengamma.strata.basics.currency.Currency
Compares this currency to another.
compareTo(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Compares this currency amount to another.
compareTo(Country) - Method in class com.opengamma.strata.basics.location.Country
Compares this country to another.
compareTo(SchedulePeriod) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Compares this period to another by unadjusted start date, then unadjusted end date.
compareTo(StandardId) - Method in class com.opengamma.strata.collect.id.StandardId
Compares the external identifiers, sorting alphabetically by scheme followed by value.
compareTo(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Compares this point to another.
compareTo(DoublesPair) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Compares the pair based on the first element followed by the second element.
compareTo(IntDoublePair) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(LongDoublePair) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(ObjectDoublePair<A>) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
Compares the pair based on the first element followed by the second element.
compareTo(Pair<A, B>) - Method in class com.opengamma.strata.collect.tuple.Pair
Compares the pair based on the first element followed by the second element.
compareTo(Triple<A, B, C>) - Method in class com.opengamma.strata.collect.tuple.Triple
Compares the triple based on the first element followed by the second element followed by the third element.
compareTo(T) - Method in class com.opengamma.strata.collect.type.TypedString
Compares this type to another.
compareTo(LoadedCurveNode) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
Compares this node to another by date.
compareTo(CashFlow) - Method in class com.opengamma.strata.market.amount.CashFlow
Compares this cash flow to another, first by date, then value.
completionStage() - Method in class com.opengamma.strata.engine.calculations.AggregatingCalculationListener
A completion stage providing asynchronous notification when the aggregate result of the calculations is available.
composedWith(MarketDataRules) - Method in interface com.opengamma.strata.engine.config.MarketDataRules
Returns a set of rules that return mappings from this rule if available, otherwise returning mappings from the other rule.
composedWith(PricingRules) - Method in interface com.opengamma.strata.engine.config.pricing.PricingRules
Returns a set of rules that return function configuration from this rule if available, otherwise returning configuration from the other rule.
composedWith(ReportingRules) - Method in interface com.opengamma.strata.engine.config.ReportingRules
Returns a rule that returns a currency from this rule if available, otherwise returning one from the other rule.
COMPOUNDING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The method of compounding.
CompoundingMethod - Enum in com.opengamma.strata.finance.rate.swap
A convention defining how to compound interest.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
Sets the compoundingMethod property in the builder.
compoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
Sets the compoundingMethod property in the builder.
compoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the compoundingMethod property in the builder.
compoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
compoundingMethod(CompoundingMethod) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the compoundingMethod property in the builder.
compoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the compoundingMethod property.
configs() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
The meta-property for the configs property.
ConfiguredFunctionGroup - Class in com.opengamma.strata.engine.config.pricing
A container for a function group and a set of constructor arguments used when building function instances.
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
 
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
 
configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.engine.config.pricing.FunctionGroup
Returns the set of measures configured for a calculation target.
configuredMeasures(CalculationTarget) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
Returns the set of measures configured for a calculation target.
configuredMeasures(CalculationTarget) - Method in interface com.opengamma.strata.engine.config.pricing.PricingRules
Returns the set of measures that are configured for a calculation target.
ConstantNodalCurve - Class in com.opengamma.strata.market.curve
A curve based on a single constant value.
ConstantNodalCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for ConstantNodalCurve.
consumer(CheckedConsumer<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Consumer interface.
contains(Currency) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if the currency pair contains the supplied currency as either its base or counter.
contains(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Checks if this multi-amount contains an amount for the specified currency.
contains(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Checks if this period contains the specified date.
contains(String) - Method in class com.opengamma.strata.collect.io.IniFile
Checks if this INI file contains the specified section.
contains(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set contains the specified key.
contains(LocalDate) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range contains the specified date.
containsDate(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Checks if this time-series contains a value for the specified date.
containsTimeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
 
containsTimeSeries(ObservableId) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup
Checks if this set of data contains a time series for the specified market data ID.
containsTimeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns true if this set of data contains a time series for the specified market data ID.
containsValue(MarketDataId<?>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
 
containsValue(MarketDataId<?>) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup
Checks if this set of data contains a value for the specified ID and it is of the expected type.
containsValues(Set<? extends MarketDataId<?>>) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup
Checks if this set of data contains values for all the specified IDs with the expected types.
containsValues(MarketDataId<?>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns true if this set of data contains value for the specified ID.
convention(BusinessDayConvention) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
The meta-property for the convention property.
Convention - Interface in com.opengamma.strata.finance
A market convention.
convention(IborFixingDepositConvention) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
The meta-property for the convention property.
convention(TermDepositConvention) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
The meta-property for the convention property.
convention(FraConvention) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
The meta-property for the convention property.
convention(FixedIborSwapConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the convention property.
convention(IborIborSwapConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
Sets the convention property in the builder.
convention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
The meta-property for the convention property.
convert(CurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Converts a CurrencyAmount into an amount in the specified currency using the rates in this matrix.
convert(MultiCurrencyAmount, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Converts a MultipleCurrencyAmount into an amount in the specified currency using the rates in this matrix.
convert(double, Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
Converts an amount in a currency to an amount in a different currency using this rate.
convert(String) - Method in class com.opengamma.strata.examples.report.JodaBeanParameterConverter
 
convert(String) - Method in class com.opengamma.strata.examples.report.LocalDateParameterConverter
 
convert(String) - Method in class com.opengamma.strata.examples.report.ReportOutputFormatParameterConverter
 
convert(String) - Method in class com.opengamma.strata.examples.report.ReportTemplateParameterConverter
 
convertedTo(Currency, double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in interface com.opengamma.strata.basics.currency.FxConvertible
Converts this instance to an equivalent amount the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Converts this amount to an equivalent amount the specified currency.
convertedTo(Currency, CalculationMarketData) - Method in interface com.opengamma.strata.engine.calculations.function.CurrencyConvertible
Returns a copy of the object with any currency amounts converted into the reporting currency.
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
 
convertedTo(Currency, CalculationMarketData) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Converts the sensitivities in this instance to an equivalent in the specified currency.
convertedTo(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Converts this sensitivity to an equivalent in the specified currency.
COP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'COP' - Colombian Peso.
counterCurrencyAmount() - Method in class com.opengamma.strata.finance.fx.Fx.Meta
The meta-property for the counterCurrencyAmount property.
counterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
The meta-property for the counterCurrencyDiscountFactors property.
counterCurrencyPayment() - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
The meta-property for the counterCurrencyPayment property.
counterparty(StandardId) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
Sets the counterparty property in the builder.
counterparty() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
The meta-property for the counterparty property.
countFailures(Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Counts how many of the results are failures.
countFailures(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Counts how many of the results are failures.
Country - Class in com.opengamma.strata.basics.location
A country or territory.
coupon(double) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the coupon property in the builder.
coupon - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
The coupon used to calculate fee payments.
coupon() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the coupon property.
coupon(double) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
Sets the coupon property in the builder.
coupon() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
The meta-property for the coupon property.
couponEquivalent(SwapLeg, RatesProvider, double) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Calculates the coupon equivalent of a swap leg.
create() - Static method in class com.opengamma.strata.examples.engine.ExampleEngine
Creates a calculation engine instance configured for use in the examples environment.
create() - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Returns an empty builder with a market data feed of MarketDataFeed.NONE.
create(MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Returns an empty builder with the specified market data feed.
createAdjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the list of adjusted dates in the schedule.
createAggregateResult() - Method in class com.opengamma.strata.engine.calculations.AggregatingCalculationListener
Invoked to create the aggregate result when the individual calculations are complete.
createCalculationConfig(List<? extends CalculationTarget>, List<Column>, PricingRules, MarketDataRules, ReportingRules) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner
Creates configuration for a set of calculations.
createCalculationConfig(List<? extends CalculationTarget>, List<Column>, PricingRules, MarketDataRules, ReportingRules) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
 
createCalculationTasks(CalculationTasksConfig) - Method in interface com.opengamma.strata.engine.calculations.CalculationRunner
Creates a set of calculations for calculating a set of measures for a set of targets.
createCalculationTasks(CalculationTasksConfig) - Method in class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
 
createFunction() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Returns the function instance that performs the calculation.
createFunction(Map<String, Object>) - Method in class com.opengamma.strata.engine.config.FunctionConfig
Returns a function instance created using the specified constructor arguments.
createFunction() - Method in class com.opengamma.strata.engine.config.FunctionConfig
Returns a function instance created using the constructor arguments from the configuration.
createSchedule() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the schedule from the definition.
createSchedule(Schedule) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
Creates the payment schedule based on the accrual schedule.
createSchedule(SchedulePeriod, RollConvention) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
Creates the reset schedule based on the accrual schedule.
createUnadjustedDates() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Creates the list of unadjusted dates in the schedule.
creditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
The meta-property for the creditCurvePoints property.
CS01_BUCKETED_HAZARD - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the (vector) PV change to a series of 1 bps shifts in hazard rates at each curve node.
CS01_BUCKETED_PAR - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the (vector) PV change to a series of 1 bps shifts in par credit rates at each curve node.
CS01_PARALLEL_HAZARD - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the (scalar) PV change to a 1 bps shift in hazard rates of calibrated curve.
CS01_PARALLEL_PAR - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the (scalar) PV change to a 1 bps shift in par credit spread rates.
cs01BucketedPar(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the vector PV change to a series of 1 basis point shifts in par credit spread rates at each curve node.
cs01ParallelPar(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in par credit spread rates.
CsvFile - Class in com.opengamma.strata.examples.marketdata
A CSV file.
Currency - Class in com.opengamma.strata.basics.currency
A unit of currency.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.equity.Equity.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the currency property.
currency(Currency) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
Sets the currency property in the builder.
currency() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
The meta-property for the currency property.
currency() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
The meta-property for the currency property.
CurrencyAmount - Class in com.opengamma.strata.basics.currency
An amount of a currency.
CurrencyAmountTokenEvaluator - Class in com.opengamma.strata.report.result
Evaluates a token against a currency amount.
CurrencyAmountTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.CurrencyAmountTokenEvaluator
 
CurrencyAmountValueFormatter - Class in com.opengamma.strata.report.format
Formatter for currency amounts.
CurrencyAmountValueFormatter() - Constructor for class com.opengamma.strata.report.format.CurrencyAmountValueFormatter
 
CurrencyAwareCalculationMultiFunction<T extends CalculationTarget> - Interface in com.opengamma.strata.engine.calculations.function
A function that calculates multiple values for a target using multiple sets of market data.
CurrencyAwareCalculationSingleFunction<T extends CalculationTarget,R> - Interface in com.opengamma.strata.engine.calculations.function
A function that calculates currency values for a target using multiple sets of market data.
CurrencyConvertible<R> - Interface in com.opengamma.strata.engine.calculations.function
Interface for objects containing currency amounts that can be automatically converted to a different currency by the calculation engine for reporting purposes.
currencyExposure(FxProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer
Computes the currency exposure by discounting each payment in its own currency.
currencyExposure(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the currency exposure of the FX swap product.
CurrencyPair - Class in com.opengamma.strata.basics.currency
An ordered pair of currencies, such as 'EUR/USD'.
currencyPair(CurrencyPair) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the currencyPair property in the builder.
currencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the currencyPair property.
currencyPair() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
The meta-property for the currencyPair property.
CurrencyValuesArray - Class in com.opengamma.strata.engine.calculations.function.result
An array of currency values in one currency representing the result of the same calculation performed for multiple scenarios.
CurrencyValuesArray.Builder - Class in com.opengamma.strata.engine.calculations.function.result
The bean-builder for CurrencyValuesArray.
CurrencyValuesArray.Meta - Class in com.opengamma.strata.engine.calculations.function.result
The meta-bean for CurrencyValuesArray.
Curve - Interface in com.opengamma.strata.market.curve
A curve that maps a double x-value to a double y-value.
curve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
The meta-property for the curve property.
curve() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
The meta-property for the curve property.
curve(YieldAndDiscountCurve) - Static method in class com.opengamma.strata.pricer.impl.Legacy
Converts a legacy curve to a new curve.
curve(YieldAndDiscountCurve, CurveMetadata) - Static method in class com.opengamma.strata.pricer.impl.Legacy
Converts a legacy curve to a new curve.
CurveConfig - Interface in com.opengamma.strata.market.curve.config
Configuration specifying how to calibrate a curve.
curveConfig(CurveConfig) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
Sets the curveConfig property in the builder.
curveConfig() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
The meta-property for the curveConfig property.
curveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
The meta-property for the curveConvention property.
curveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the curveCurrency property.
CurveCurrencyParameterSensitivities - Class in com.opengamma.strata.market.sensitivity
Currency-based parameter sensitivity for a collection of curves.
CurveCurrencyParameterSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for CurveCurrencyParameterSensitivities.
CurveCurrencyParameterSensitivitiesTokenEvaluator - Class in com.opengamma.strata.report.result
Evaluates a token against curve currency parameter sensitivities.
CurveCurrencyParameterSensitivitiesTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
CurveCurrencyParameterSensitivity - Class in com.opengamma.strata.market.sensitivity
Parameter sensitivity for a single curve.
CurveCurrencyParameterSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for CurveCurrencyParameterSensitivity.
CurveCurrencyParameterSensitivityTokenEvaluator - Class in com.opengamma.strata.report.result
Token evaluator for curve currency parameter sensitivity.
CurveCurrencyParameterSensitivityTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivityTokenEvaluator
 
CurveCurrencyParameterSensitivityValueFormatter - Class in com.opengamma.strata.report.format
Formatter for curve currency parameter sensitivity.
CurveCurrencyParameterSensitivityValueFormatter() - Constructor for class com.opengamma.strata.report.format.CurveCurrencyParameterSensitivityValueFormatter
 
curveDate() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
The meta-property for the curveDate property.
CurveExtrapolator - Interface in com.opengamma.strata.basics.interpolator
Interface for extrapolators which extrapolate beyond the ends of a curve.
CurveExtrapolators - Class in com.opengamma.strata.function.interpolator
The standard set of curve extrapolators.
CurveGammaCalculator - Class in com.opengamma.strata.pricer.sensitivity
Computes the cross-gamma and related figures to the rate curves parameters for rates provider.
CurveGammaCalculator(FiniteDifferenceType, double) - Constructor for class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Create an instance of the finite difference calculator.
curveGroup() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
The meta-property for the curveGroup property.
curveGroup() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
The meta-property for the curveGroup property.
curveGroup(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Adds a mapping that sets the curve group used to look up curves.
CurveGroup - Class in com.opengamma.strata.market.curve
Simple wrapper class holding the results of a multicurve calibration.
CurveGroup.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for CurveGroup.
CurveGroup.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for CurveGroup.
CurveGroupConfig - Class in com.opengamma.strata.market.curve.config
Configuration for calibrating a group of related curves.
CurveGroupConfig.Meta - Class in com.opengamma.strata.market.curve.config
The meta-bean for CurveGroupConfig.
CurveGroupConfigBuilder - Class in com.opengamma.strata.market.curve.config
A mutable builder for creating instances of CurveGroupConfig.
CurveGroupConfigBuilder() - Constructor for class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder
 
CurveGroupEntry - Class in com.opengamma.strata.market.curve.config
An item in the configuration for a curve group, containing the configuration for a curve and the market data keys identifying how the curve is used.
CurveGroupEntry.Builder - Class in com.opengamma.strata.market.curve.config
The bean-builder for CurveGroupEntry.
CurveGroupEntry.Meta - Class in com.opengamma.strata.market.curve.config
The meta-bean for CurveGroupEntry.
CurveGroupId - Class in com.opengamma.strata.market.id
Market data ID identifying a group of curves that are built together.
CurveGroupId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for CurveGroupId.
CurveGroupMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds a CurveGroup.
CurveGroupMarketDataFunction(RootFinderConfig) - Constructor for class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
Creates a new function for building curve groups that delegates to curveBuilder to perform calibration.
curveGroupName(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
Sets the curveGroupName property in the builder.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
The meta-property for the curveGroupName property.
curveGroupName(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
Sets the curveGroupName property in the builder.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
The meta-property for the curveGroupName property.
curveGroupName(CurveGroupName) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
Sets the curveGroupName property in the builder.
curveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
The meta-property for the curveGroupName property.
CurveGroupName - Class in com.opengamma.strata.market.curve
The name of a curve group.
curveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
The meta-property for the curveGroupName property.
curveGroupName(CurveGroupName) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
Sets the curveGroupName property in the builder.
curveGroupName() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
The meta-property for the curveGroupName property.
curveGroupName() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
The meta-property for the curveGroupName property.
CurveId - Interface in com.opengamma.strata.market.id
Market data ID identifying a curve.
CurveInterpolator - Interface in com.opengamma.strata.basics.interpolator
Interface for interpolators that interpolate between points on a curve.
CurveInterpolators - Class in com.opengamma.strata.function.interpolator
The standard set of curve interpolators.
CurveKey - Interface in com.opengamma.strata.market.key
A market data key identifying a yield curve.
CurveMetadata - Interface in com.opengamma.strata.market.curve
Metadata about a curve and curve parameters.
curveMetadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
Sets the curveMetadata property in the builder.
curveMetadata() - Method in class com.opengamma.strata.market.curve.ParRates.Meta
The meta-property for the curveMetadata property.
curveName() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
The meta-property for the curveName property.
curveName() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
The meta-property for the curveName property.
curveName(CurveName) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
Sets the curveName property in the builder.
curveName() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
The meta-property for the curveName property.
CurveName - Class in com.opengamma.strata.market.curve
The name of a curve.
curveName(CurveName) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
Sets the curveName property in the builder.
curveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the curveName property.
curveName(CurveName) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
Sets the curveName property in the builder.
curveName() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
The meta-property for the curveName property.
CurveNameFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves
A market data filter which matches a curve by name.
CurveNameFilter.Builder - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The bean-builder for CurveNameFilter.
CurveNameFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The meta-bean for CurveNameFilter.
CurveNode - Interface in com.opengamma.strata.market.curve.config
A node in the configuration specifying how to calibrate a curve.
CurveNodeId - Interface in com.opengamma.strata.market.curve
Marker interface for types that can identify curve nodes.
CurveParallelShift - Class in com.opengamma.strata.function.marketdata.scenarios.curves
Perturbation which applies a parallel shift to a curve.
CurveParallelShift.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The meta-bean for CurveParallelShift.
CurveParameterMetadata - Interface in com.opengamma.strata.market.curve
Information about a parameter underlying a curve.
curveParameterSensitivity(ZeroRateSensitivity) - Method in interface com.opengamma.strata.market.value.DiscountFactors
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(FxIndexSensitivity) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
 
curveParameterSensitivity(IborRateSensitivity) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
curveParameterSensitivity(OvernightRateSensitivity) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
curveParameterSensitivity(InflationRateSensitivity) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
curveParameterSensitivity(FxIndexSensitivity) - Method in interface com.opengamma.strata.market.value.FxIndexRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(IborRateSensitivity) - Method in interface com.opengamma.strata.market.value.IborIndexRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(OvernightRateSensitivity) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(InflationRateSensitivity) - Method in interface com.opengamma.strata.market.value.PriceIndexValues
Calculates the curve parameter sensitivity from the point sensitivity.
curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
curveParameterSensitivity(ZeroRateSensitivity) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
curveParameterSensitivity(PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.AbstractRatesProvider
 
curveParameterSensitivity(PointSensitivities) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Computes the parameter sensitivity.
CurvePointShift - Class in com.opengamma.strata.function.marketdata.scenarios.curves
A perturbation that applies different shifts to specific points on a curve.
CurvePointShift.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The meta-bean for CurvePointShift.
CurvePointShiftBuilder - Class in com.opengamma.strata.function.marketdata.scenarios.curves
Mutable builder for building instances of CurvePointShift.
CurveRateIndexFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves
A market data filter matching a curve for a rate index.
CurveRateIndexFilter.Builder - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The bean-builder for CurveRateIndexFilter.
CurveRateIndexFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The meta-bean for CurveRateIndexFilter.
CurveScenarioExample - Class in com.opengamma.strata.examples.finance
Example to illustrate using the scenario framework to apply shifts to calibrated curves.
CurveScenarioExample() - Constructor for class com.opengamma.strata.examples.finance.CurveScenarioExample
 
CurveUnitParameterSensitivities - Class in com.opengamma.strata.market.sensitivity
Unit parameter sensitivity for a collection of curves.
CurveUnitParameterSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for CurveUnitParameterSensitivities.
CurveUnitParameterSensitivity - Class in com.opengamma.strata.market.sensitivity
Unit parameter sensitivity for a single curve.
CurveUnitParameterSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for CurveUnitParameterSensitivity.
CZ - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'CZ' - Czech Republic.
CZK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'CZK' - Czeck Krona.

D

data(MarketDataKey<T>) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
 
data(Class<T>) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
 
data(MarketDataKey<T>) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets market data of a specific type.
data(MarketDataKey<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
data(Class<T>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
data(Class<T>) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets additional market data of a specific type.
data(Object[][]) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the data property in the builder.
data() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the data property.
data(Result<?>[][]) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the data property in the builder.
data() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the data property.
date(LocalDate) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the date property in the builder.
date() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
The meta-property for the date property.
date() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the date property.
DateAdjuster - Interface in com.opengamma.strata.basics.date
Functional interface that can adjust a date.
DateAdjusters - Class in com.opengamma.strata.basics.date
Date adjusters that perform useful operations on LocalDate.
dates() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the dates of this time-series.
DAY_1 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day1' roll convention which adjusts the date to day-of-month 1.
DAY_10 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day10' roll convention which adjusts the date to day-of-month 10.
DAY_11 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day11' roll convention which adjusts the date to day-of-month 11.
DAY_12 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day12' roll convention which adjusts the date to day-of-month 12.
DAY_13 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day13' roll convention which adjusts the date to day-of-month 13
DAY_14 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day14' roll convention which adjusts the date to day-of-month 14.
DAY_15 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day15' roll convention which adjusts the date to day-of-month 15.
DAY_16 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day16' roll convention which adjusts the date to day-of-month 16.
DAY_17 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day17' roll convention which adjusts the date to day-of-month 17.
DAY_18 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day18' roll convention which adjusts the date to day-of-month 18.
DAY_19 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day19' roll convention which adjusts the date to day-of-month 19.
DAY_2 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day2' roll convention which adjusts the date to day-of-month 2.
DAY_20 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day20' roll convention which adjusts the date to day-of-month 20.
DAY_21 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day21' roll convention which adjusts the date to day-of-month 21.
DAY_22 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day22' roll convention which adjusts the date to day-of-month 22.
DAY_23 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day23' roll convention which adjusts the date to day-of-month 23.
DAY_24 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day24' roll convention which adjusts the date to day-of-month 24.
DAY_25 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day25' roll convention which adjusts the date to day-of-month 25.
DAY_26 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day26' roll convention which adjusts the date to day-of-month 26.
DAY_27 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day27' roll convention which adjusts the date to day-of-month 27.
DAY_28 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day28' roll convention which adjusts the date to day-of-month 28.
DAY_29 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day29' roll convention which adjusts the date to day-of-month 29.
DAY_3 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day3' roll convention which adjusts the date to day-of-month 3.
DAY_30 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day30' roll convention which adjusts the date to day-of-month 30.
DAY_4 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day4' roll convention which adjusts the date to day-of-month 4.
DAY_5 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day5' roll convention which adjusts the date to day-of-month 5.
DAY_6 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day6' roll convention which adjusts the date to day-of-month 6.
DAY_7 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day7' roll convention which adjusts the date to day-of-month 7.
DAY_8 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day8' roll convention which adjusts the date to day-of-month 8.
DAY_9 - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'Day9' roll convention which adjusts the date to day-of-month 9.
DAY_FRI - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayFri' roll convention which adjusts the date to be Friday.
DAY_MON - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayMon' roll convention which adjusts the date to be Monday.
DAY_SAT - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DaySat' roll convention which adjusts the date to be Saturday.
DAY_SUN - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DaySun' roll convention which adjusts the date to be Sunday.
DAY_THU - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayThu' roll convention which adjusts the date to be Thursday.
DAY_TUE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayTue' roll convention which adjusts the date to be Tuesday.
DAY_WED - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'DayWed' roll convention which adjusts the date to be Wednesday.
DayCount - Interface in com.opengamma.strata.basics.date
A convention defining how to calculate fractions of a year.
dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Static method in class com.opengamma.strata.pricer.impl.Legacy
Converts a day count to the equivalent legacy day count.
dayCount(DayCount) - Static method in class com.opengamma.strata.pricer.impl.Legacy
Converts a legacy day count object to the new object.
dayCount() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
The meta-property for the dayCount property.
dayCount(DayCount) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the dayCount property in the builder.
dayCount() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the dayCount property.
DayCount.ScheduleInfo - Interface in com.opengamma.strata.basics.date
Information about the schedule necessary to calculate the day count.
DayCounts - Class in com.opengamma.strata.basics.date
Constants and implementations for standard day count conventions.
days(int) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
Sets the days property in the builder.
days() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
The meta-property for the days property.
DaysAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a period of days.
DaysAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for DaysAdjustment.
DaysAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for DaysAdjustment.
daysBetween(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the number of business days between two dates.
daysBetween(LocalDateRange) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the number of business days in a date range.
DE - Static variable in class com.opengamma.strata.basics.location.Country
The country 'DE' - Germany.
decimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
The meta-property for the decimalPlaces property.
DEFAULT - Static variable in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Default implementation
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxNonDeliverableForwardProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxPaymentPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateObservationFn
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.DispatchingRateObservationFn
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateObservationFn
Default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateObservationFn
Default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateObservationFn
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateObservationFn
Default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateObservationFn
Default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateObservationFn
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateObservationFn
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionTradePricerBeta
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.CurveGammaCalculator
Default implementation.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
Default instance.
DEFAULT - Static variable in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Default implementation.
DEFAULT_ABSOLUTE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The default absolute tolerance for the root finder.
DEFAULT_MAXIMUM_STEPS - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The default maximum number of steps for the root finder.
DEFAULT_RELATIVE_TOLERANCE - Static variable in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The default relative tolerance for the root finder.
DefaultCalculationEngine - Class in com.opengamma.strata.engine
Default implementation of a calculation engine.
DefaultCalculationEngine(CalculationRunner, MarketDataFactory, LinkResolver) - Constructor for class com.opengamma.strata.engine.DefaultCalculationEngine
Creates an instance, specifying the runner, market data factory and link resolver.
DefaultCalculationMarketData - Class in com.opengamma.strata.engine.marketdata
A source of market data used for a calculation across multiple scenarios.
DefaultCalculationMarketData(ScenarioMarketData, MarketDataMappings) - Constructor for class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
Creates a new set of market data.
DefaultCalculationRunner - Class in com.opengamma.strata.engine.calculations
The default calculation runner implementation.
DefaultCalculationRunner(ExecutorService) - Constructor for class com.opengamma.strata.engine.calculations.DefaultCalculationRunner
 
DefaultCurveMetadata - Class in com.opengamma.strata.market.curve
Default metadata for a curve.
DefaultCurveMetadata.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for DefaultCurveMetadata.
DefaultCurveMetadata.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for DefaultCurveMetadata.
DefaultFunctionGroup<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing
The default implementation of FunctionGroup.
DefaultFunctionGroup.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing
The meta-bean for DefaultFunctionGroup.
DefaultFunctionGroupBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing
A mutable builder for building instances of DefaultFunctionGroup.
DefaultMarketDataFactory - Class in com.opengamma.strata.engine.marketdata
Co-ordinates building of market data.
DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, MarketDataFunction<?, ?>...) - Constructor for class com.opengamma.strata.engine.marketdata.DefaultMarketDataFactory
Creates a new factory.
DefaultMarketDataFactory(TimeSeriesProvider, ObservableMarketDataFunction, FeedIdMapping, List<MarketDataFunction<?, ?>>) - Constructor for class com.opengamma.strata.engine.marketdata.DefaultMarketDataFactory
Creates a new factory.
DefaultMarketDataMappings - Class in com.opengamma.strata.engine.marketdata.mapping
Market data mappings specify which market data from the global set of data should be used for a particular calculation.
DefaultMarketDataMappings.Builder - Class in com.opengamma.strata.engine.marketdata.mapping
The bean-builder for DefaultMarketDataMappings.
DefaultMarketDataMappings.Meta - Class in com.opengamma.strata.engine.marketdata.mapping
The meta-bean for DefaultMarketDataMappings.
DefaultMarketDataRule - Class in com.opengamma.strata.engine.config
A MarketDataRule implementation which matches a target based on its type.
DefaultMarketDataRule.Meta - Class in com.opengamma.strata.engine.config
The meta-bean for DefaultMarketDataRule.
DefaultMarketDataRules - Class in com.opengamma.strata.engine.config
The default implementation of MarketDataRules containing a list of MarketDataRule instances.
DefaultMarketDataRules.Builder - Class in com.opengamma.strata.engine.config
The bean-builder for DefaultMarketDataRules.
DefaultMarketDataRules.Meta - Class in com.opengamma.strata.engine.config
The meta-bean for DefaultMarketDataRules.
DefaultPricingRules - Class in com.opengamma.strata.engine.config.pricing
Default implementation of PricingRules that contains a list of PricingRule instances.
DefaultPricingRules.Builder - Class in com.opengamma.strata.engine.config.pricing
The bean-builder for DefaultPricingRules.
DefaultPricingRules.Meta - Class in com.opengamma.strata.engine.config.pricing
The meta-bean for DefaultPricingRules.
defaultReportingCurrency(T) - Method in interface com.opengamma.strata.engine.calculations.function.CalculationFunction
Returns the default reporting currency for the result of performing the calculation for the target if there is a sensible default.
defaultReportingCurrency(CdsTrade) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
Returns the currency of the trade.
defaultReportingCurrency(GenericFutureTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
 
defaultReportingCurrency(GenericFutureOptionTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
 
defaultReportingCurrency(SwapTrade) - Method in class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction
Returns the currency of the first leg.
defaultReportingCurrency(FxTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxForwardFunction
Returns the base currency of the market convention pair of the trade currencies.
defaultReportingCurrency(FxNonDeliverableForwardTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction
Returns the base currency of the market convention currency pair of the trade currencies.
defaultReportingCurrency(FxSwapTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxSwapFunction
Returns the base currency of the market convention pair of the near leg currencies.
defaultReportingCurrency(TermDepositTrade) - Method in class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction
Returns the currency of the trade.
defaultReportingCurrency(FraTrade) - Method in class com.opengamma.strata.function.rate.fra.AbstractFraFunction
Returns the currency of the FRA.
defaultReportingCurrency(SwapTrade) - Method in class com.opengamma.strata.function.rate.swap.SwapAccruedInterestFunction
Returns the currency of the first leg of the swap.
defaultReportingCurrency(SwapTrade) - Method in class com.opengamma.strata.function.rate.swap.SwapLegNotionalFunction
Returns the currency of the first leg of the swap.
defaults() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Returns default root finder configuration, using the DEFAULT constants from this class.
DefaultScenarioResult<T> - Class in com.opengamma.strata.engine.calculations.function.result
A container for multiple results produced by performing a single calculation across multiple scenarios.
DefaultScenarioResult.Builder<T> - Class in com.opengamma.strata.engine.calculations.function.result
The bean-builder for DefaultScenarioResult.
DefaultScenarioResult.Meta<T> - Class in com.opengamma.strata.engine.calculations.function.result
The meta-bean for DefaultScenarioResult.
DefaultSingleCalculationMarketData - Class in com.opengamma.strata.engine.calculations
The default implementation of SingleCalculationMarketData.
DefaultSingleCalculationMarketData(CalculationMarketData, int) - Constructor for class com.opengamma.strata.engine.calculations.DefaultSingleCalculationMarketData
Creates a set of market data that uses the data of the scenario at the specified index.
defaultToString() - Static method in interface com.opengamma.strata.report.format.ValueFormatter
Gets a formatter which returns the value of the object's toString() method.
definition(ColumnDefinition) - Method in class com.opengamma.strata.engine.Column.Builder
Sets the definition property in the builder.
definition() - Method in class com.opengamma.strata.engine.Column.Meta
The meta-property for the definition property.
deltaStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer
Calculates the delta of the Ibor future option product.
deltaStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer
Calculates the delta of the Ibor future option product based on the price of the underlying future.
depositPeriod(Period) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
Sets the depositPeriod property in the builder.
depositPeriod() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
The meta-property for the depositPeriod property.
depositPeriod(Period) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
Sets the depositPeriod property in the builder.
depositPeriod() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
The meta-property for the depositPeriod property.
deserialize(String) - Static method in class com.opengamma.strata.examples.finance.CdsTradeExample
 
DirectoryMarketDataBuilder - Class in com.opengamma.strata.examples.marketdata
Loads market data from the standard directory structure on disk.
DirectoryMarketDataBuilder(Path) - Constructor for class com.opengamma.strata.examples.marketdata.DirectoryMarketDataBuilder
Constructs an instance.
DISCOUNT_FACTOR - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The discount factor, typically derived from a curve.
DiscountCurveId - Class in com.opengamma.strata.market.id
Market data ID identifying the discounting curve for a currency.
DiscountCurveId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for DiscountCurveId.
DiscountCurveKey - Class in com.opengamma.strata.market.key
Market data key identifying the discount curve for a currency.
DiscountCurveKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for DiscountCurveKey.
discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
Sets the discountCurves property in the builder.
discountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
The meta-property for the discountCurves property.
discountCurves(MulticurveProviderDiscount) - Static method in class com.opengamma.strata.pricer.impl.Legacy
Converts a multicurve to a map of currency to curve.
discountCurves(Map<Currency, Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
Sets the discountCurves property in the builder.
discountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the discountCurves property.
discountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the discountFactor property.
discountFactor(LocalDate) - Method in interface com.opengamma.strata.market.value.DiscountFactors
Gets the discount factor.
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
discountFactor(LocalDate) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
discountFactor(Currency, LocalDate) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the discount factor applicable for a currency.
discountFactors(Currency) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
 
discountFactors(Currency) - Static method in class com.opengamma.strata.market.key.MarketDataKeys
Returns a market data key for discount factors.
DiscountFactors - Interface in com.opengamma.strata.market.value
Provides access to discount factors for a single currency.
discountFactors() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
The meta-property for the discountFactors property.
discountFactors() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
The meta-property for the discountFactors property.
discountFactors(Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the discount factors for a currency.
discountFactors(Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
DiscountFactorsKey - Class in com.opengamma.strata.market.key
Market data key identifying the discount factors for a currency.
DiscountFactorsKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for DiscountFactorsKey.
DiscountFxIndexRates - Class in com.opengamma.strata.market.value
Provides access to discount factors for a currency.
DiscountFxIndexRates.Meta - Class in com.opengamma.strata.market.value
The meta-bean for DiscountFxIndexRates.
DiscountIborIndexRates - Class in com.opengamma.strata.market.value
An Ibor index curve providing rates from discount factors.
DiscountIborIndexRates.Meta - Class in com.opengamma.strata.market.value
The meta-bean for DiscountIborIndexRates.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
Sets the discounting property in the builder.
discounting() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the discounting property in the builder.
discounting() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the discounting property.
discounting(FraDiscountingMethod) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
Sets the discounting property in the builder.
discounting() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
The meta-property for the discounting property.
discounting() - Static method in class com.opengamma.strata.function.calculation.credit.CdsFunctionGroups
Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.rate.fra.FraFunctionGroups
Obtains the function group providing all built-in measures on FRA trades, using the standard discounting calculation method.
discounting() - Static method in class com.opengamma.strata.function.rate.swap.SwapFunctionGroups
Obtains the function group providing all built-in measures on swap trades, using the standard discounting calculation method.
discountingCurrency(Currency) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
Sets the discountingCurrency property in the builder.
discountingCurrency() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
The meta-property for the discountingCurrency property.
DiscountingCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.
DiscountingCurveMapping.Builder - Class in com.opengamma.strata.function.marketdata.mapping
The bean-builder for DiscountingCurveMapping.
DiscountingCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for DiscountingCurveMapping.
DiscountingCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds a Curve representing the discounting curve for a currency.
DiscountingCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.DiscountingCurveMarketDataFunction
 
DiscountingFraProductPricer - Class in com.opengamma.strata.pricer.rate.fra
Pricer for for forward rate agreement (FRA) products.
DiscountingFraProductPricer(RateObservationFn<RateObservation>) - Constructor for class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Creates an instance.
DiscountingFraTradePricer - Class in com.opengamma.strata.pricer.rate.fra
Pricer for for forward rate agreement (FRA) trades.
DiscountingFraTradePricer(DiscountingFraProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer
Creates an instance.
DiscountingFxNonDeliverableForwardProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for FX non-deliverable forward (NDF) products.
DiscountingFxNonDeliverableForwardProductPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxNonDeliverableForwardProductPricer
Creates an instance.
DiscountingFxPaymentPricer - Class in com.opengamma.strata.pricer.fx
Pricer for simple payments.
DiscountingFxPaymentPricer() - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxPaymentPricer
Creates an instance.
DiscountingFxProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange transaction products.
DiscountingFxProductPricer(DiscountingFxPaymentPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer
Creates an instance.
DiscountingFxResetNotionalExchangePricer - Class in com.opengamma.strata.pricer.impl.rate.swap
Pricer implementation for the exchange of FX reset notionals.
DiscountingFxResetNotionalExchangePricer() - Constructor for class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
Creates an instance.
DiscountingFxSwapProductPricer - Class in com.opengamma.strata.pricer.fx
Pricer for foreign exchange swap transaction products.
DiscountingFxSwapProductPricer(DiscountingFxProductPricer) - Constructor for class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Creates an instance.
DiscountingIborFixingDepositProductPricer - Class in com.opengamma.strata.pricer.rate.deposit
The methods associated to the pricing of Ibor fixing deposit by discounting.
DiscountingIborFixingDepositProductPricer(ForwardIborRateObservationFn) - Constructor for class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer
Creates an instance.
DiscountingIborFutureProductPricer - Class in com.opengamma.strata.pricer.rate.future
Pricer for for Ibor future products.
DiscountingIborFutureProductPricer() - Constructor for class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureProductPricer
Creates an instance.
DiscountingIborFutureTradePricer - Class in com.opengamma.strata.pricer.rate.future
Pricer implementation for Ibor future trades.
DiscountingIborFutureTradePricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer
Creates an instance.
DiscountingNotionalExchangePricer - Class in com.opengamma.strata.pricer.impl.rate.swap
Pricer implementation for the exchange of notionals.
DiscountingNotionalExchangePricer() - Constructor for class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
Creates an instance.
DiscountingRatePaymentPeriodPricer - Class in com.opengamma.strata.pricer.impl.rate.swap
Pricer implementation for swap payment periods based on a rate.
DiscountingRatePaymentPeriodPricer(RateObservationFn<RateObservation>) - Constructor for class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
Creates an instance.
DiscountingSwapLegPricer - Class in com.opengamma.strata.pricer.rate.swap
Pricer for for rate swap legs.
DiscountingSwapLegPricer(PaymentPeriodPricer<PaymentPeriod>, PaymentEventPricer<PaymentEvent>) - Constructor for class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Creates an instance.
DiscountingSwapProductPricer - Class in com.opengamma.strata.pricer.rate.swap
Pricer for for rate swap products.
DiscountingSwapProductPricer(DiscountingSwapLegPricer) - Constructor for class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Creates an instance.
DiscountingSwapTradePricer - Class in com.opengamma.strata.pricer.rate.swap
Pricer for for rate swap trades.
DiscountingSwapTradePricer(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer
Creates an instance.
DiscountingTermDepositProductPricer - Class in com.opengamma.strata.pricer.rate.deposit
The methods associated to the pricing of term deposit by discounting.
DiscountingTermDepositProductPricer() - Constructor for class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer
Creates an instance.
DiscountOvernightIndexRates - Class in com.opengamma.strata.market.value
An Overnight index curve providing rates from discount factors.
DiscountOvernightIndexRates.Meta - Class in com.opengamma.strata.market.value
The meta-bean for DiscountOvernightIndexRates.
DispatchingPaymentEventPricer - Class in com.opengamma.strata.pricer.impl.rate.swap
Pricer implementation for payment events using multiple dispatch.
DispatchingPaymentEventPricer(PaymentEventPricer<NotionalExchange>, PaymentEventPricer<FxResetNotionalExchange>) - Constructor for class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
Creates an instance.
DispatchingPaymentPeriodPricer - Class in com.opengamma.strata.pricer.impl.rate.swap
Pricer implementation for payment periods using multiple dispatch.
DispatchingPaymentPeriodPricer(PaymentPeriodPricer<RatePaymentPeriod>) - Constructor for class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
Creates an instance.
DispatchingRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate
Rate observation implementation using multiple dispatch.
DispatchingRateObservationFn(RateObservationFn<IborRateObservation>, RateObservationFn<IborInterpolatedRateObservation>, RateObservationFn<IborAveragedRateObservation>, RateObservationFn<OvernightCompoundedRateObservation>, RateObservationFn<OvernightAveragedRateObservation>, RateObservationFn<InflationMonthlyRateObservation>, RateObservationFn<InflationInterpolatedRateObservation>) - Constructor for class com.opengamma.strata.pricer.impl.rate.DispatchingRateObservationFn
Creates an instance.
DK - Static variable in class com.opengamma.strata.basics.location.Country
The country 'DK' - Denmark.
DKK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'DKK' - Danish Krone.
DKKCIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the DKK CIBOR 3M index.
DKKCIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the DKK CIBOR 6M index.
DOUBLE_QUADRATIC - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators
Double quadratic interpolator.
DoubleArrayMath - Class in com.opengamma.strata.collect
Contains utility methods for maths on double arrays.
DoublesPair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of two double elements.
DoublesPair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for DoublesPair.
DoubleValueFormatter - Class in com.opengamma.strata.report.format
Formatter for double amounts.
DoubleValueFormatter() - Constructor for class com.opengamma.strata.report.format.DoubleValueFormatter
 

E

ECB_EUR_CHF - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to CHF, as defined by the European Central Bank "Euro foreign exchange reference rates".
ECB_EUR_GBP - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to GBP, as defined by the European Central Bank "Euro foreign exchange reference rates".
ECB_EUR_JPY - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to JPY, as defined by the European Central Bank "Euro foreign exchange reference rates".
ECB_EUR_USD - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to USD, as defined by the European Central Bank "Euro foreign exchange reference rates".
effectiveDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the effectiveDateOffset property in the builder.
effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the effectiveDateOffset property.
effectiveDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the effectiveDateOffset property in the builder.
effectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the effectiveDateOffset property.
EG - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'EG' - Egypt.
EGP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EGP' - Egyptian Pound.
elements() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the elements from this pair as a list.
elements() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the elements from this triple as a list.
elements() - Method in interface com.opengamma.strata.collect.tuple.Tuple
Gets the elements from this tuple as a list.
empty() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an empty FX matrix.
empty() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains an empty MultiCurrencyAmount.
empty() - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an empty property set.
empty() - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns an empty time-series.
empty() - Static method in interface com.opengamma.strata.engine.config.MarketDataRules
Returns an empty set of rules.
empty() - Static method in interface com.opengamma.strata.engine.config.pricing.PricingRules
Returns an empty set of rules.
empty() - Static method in interface com.opengamma.strata.engine.config.ReportingRules
Returns an empty set of rules.
empty(LocalDate) - Static method in class com.opengamma.strata.engine.marketdata.BaseMarketData
Returns an empty set of market data with the specified valuation date.
empty() - Static method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
Returns an empty set of requirements.
empty() - Static method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
Returns an empty set of market data configuration.
empty() - Static method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMappings
Returns an empty set of market data mappings containing no mappers.
empty() - Static method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
Returns a set of requirements specifying that no market data is required.
EMPTY - Static variable in class com.opengamma.strata.finance.TradeInfo
An empty instance of TradeInfo.
empty() - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Gets an empty metadata instance.
empty() - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
An empty sensitivity instance.
empty() - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
An empty sensitivity instance.
empty() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
An empty sensitivity instance.
EMPTY_DOUBLE_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath
An empty double array.
EMPTY_DOUBLE_OBJECT_ARRAY - Static variable in class com.opengamma.strata.collect.DoubleArrayMath
An empty Double array.
EmptyTimeSeriesProvider - Class in com.opengamma.strata.engine.marketdata.functions
Implementation of a time-series provider which always returns missing data failures.
EmptyTimeSeriesProvider() - Constructor for class com.opengamma.strata.engine.marketdata.functions.EmptyTimeSeriesProvider
 
encloses(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range contains all dates in the specified range.
END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual end date, adjusted to be a valid business day if necessary.
endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the endDate property in the builder.
endDate - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
The date that the contract expires and protection ends.
endDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the endDate property.
endDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
Sets the endDate property in the builder.
endDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
The meta-property for the endDate property.
endDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the endDate property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the endDateBusinessDayAdjustment property in the builder.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the endDateBusinessDayAdjustment property in the builder.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the endDateBusinessDayAdjustment property in the builder.
endDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the endDateBusinessDayAdjustment property.
endDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
The meta-property for the endDatePoints property.
endExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
The meta-property for the endExclusive property.
entries() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
The meta-property for the entries property.
entriesToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a Collector that allows a Map.Entry of currency pair to rate to be streamed and collected into a new FxMatrix.
entriesToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map from a stream containing map entries.
ENTRY_INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The index of this entry within the parent.
ENTRY_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The type of this entry.
EOM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'EOM' roll convention which adjusts the date to the end of the month.
equals(Object) - Method in class com.opengamma.strata.basics.currency.Currency
Checks if this currency equals another currency.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Checks if this currency amount equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair equals another.
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.FxRate
 
equals(Object) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
equals(Object) - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
equals(Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
equals(Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.date.Tenor
Checks if this tenor equals another tenor.
equals(Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
equals(Object) - Method in class com.opengamma.strata.basics.location.Country
Checks if this country equals another country.
equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateId
 
equals(Object) - Method in class com.opengamma.strata.basics.market.FxRateKey
 
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if this periodic frequency equals another periodic frequency.
equals(Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
equals(Object) - Method in class com.opengamma.strata.basics.schedule.Schedule
 
equals(Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
equals(Object) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
equals(Object) - Method in class com.opengamma.strata.basics.value.ValueStep
 
equals(Object) - Method in class com.opengamma.strata.collect.id.StandardId
Checks if this identifier equals another, comparing the scheme and value.
equals(Object) - Method in class com.opengamma.strata.collect.id.StandardLink
 
equals(Object) - Method in class com.opengamma.strata.collect.io.IniFile
Checks if this INI file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.PropertiesFile
Checks if this file equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set equals another.
equals(Object) - Method in class com.opengamma.strata.collect.io.ResourceLocator
Checks if this locator equals another locator.
equals(Object) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range equals another.
equals(Object) - Method in class com.opengamma.strata.collect.result.Failure
 
equals(Object) - Method in class com.opengamma.strata.collect.result.FailureItem
 
equals(Object) - Method in class com.opengamma.strata.collect.result.Result
 
equals(Object) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Checks if this point is equal to another point.
equals(Object) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.Pair
 
equals(Object) - Method in class com.opengamma.strata.collect.tuple.Triple
 
equals(Object) - Method in class com.opengamma.strata.collect.type.TypedString
Checks if this type equals another.
equals(Object) - Method in class com.opengamma.strata.engine.CalculationRules
 
equals(Object) - Method in class com.opengamma.strata.engine.calculations.CalculationResult
 
equals(Object) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
 
equals(Object) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
 
equals(Object) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
 
equals(Object) - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
 
equals(Object) - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
 
equals(Object) - Method in class com.opengamma.strata.engine.calculations.Results
 
equals(Object) - Method in class com.opengamma.strata.engine.Column
 
equals(Object) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
 
equals(Object) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
 
equals(Object) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
 
equals(Object) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
 
equals(Object) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
 
equals(Object) - Method in class com.opengamma.strata.engine.config.FunctionConfig
 
equals(Object) - Method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup
 
equals(Object) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
 
equals(Object) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
 
equals(Object) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.Observables
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
 
equals(Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
 
equals(Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
 
equals(Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
 
equals(Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
 
equals(Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
 
equals(Object) - Method in class com.opengamma.strata.examples.report.TradePortfolio
 
equals(Object) - Method in class com.opengamma.strata.finance.credit.Cds
 
equals(Object) - Method in class com.opengamma.strata.finance.credit.CdsTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.credit.ExpandedCds
 
equals(Object) - Method in class com.opengamma.strata.finance.credit.FeeLeg
 
equals(Object) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
 
equals(Object) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
 
equals(Object) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
 
equals(Object) - Method in class com.opengamma.strata.finance.credit.SinglePayment
 
equals(Object) - Method in class com.opengamma.strata.finance.equity.Equity
 
equals(Object) - Method in class com.opengamma.strata.finance.equity.EquityFuture
 
equals(Object) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.equity.EquityTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.future.GenericFuture
 
equals(Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOption
 
equals(Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.ExpandedFx
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.Fx
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxPayment
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxSwap
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
 
equals(Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.fra.Fra
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.future.IborFuture
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.IborRateObservation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.FxReset
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.Swap
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
 
equals(Object) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
 
equals(Object) - Method in class com.opengamma.strata.finance.SecurityLink
 
equals(Object) - Method in class com.opengamma.strata.finance.TradeInfo
 
equals(Object) - Method in class com.opengamma.strata.finance.UnitSecurity
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
 
equals(Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
 
equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlow
 
equals(Object) - Method in class com.opengamma.strata.market.amount.CashFlows
 
equals(Object) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
equals(Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
equals(Object) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
 
equals(Object) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
 
equals(Object) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
 
equals(Object) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
 
equals(Object) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.CurveGroup
 
equals(Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
 
equals(Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
 
equals(Object) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
 
equals(Object) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
equals(Object) - Method in class com.opengamma.strata.market.curve.ParRates
 
equals(Object) - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
 
equals(Object) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
 
equals(Object) - Method in class com.opengamma.strata.market.explain.ExplainMap
 
equals(Object) - Method in class com.opengamma.strata.market.id.CurveGroupId
 
equals(Object) - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IndexRateId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
 
equals(Object) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
 
equals(Object) - Method in class com.opengamma.strata.market.id.ParRatesId
 
equals(Object) - Method in class com.opengamma.strata.market.id.QuoteId
 
equals(Object) - Method in class com.opengamma.strata.market.id.RateIndexCurveId
 
equals(Object) - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
 
equals(Object) - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IndexRateKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.QuoteKey
 
equals(Object) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
equals(Object) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
equals(Object) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
 
equals(Object) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
equals(Object) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
equals(Object) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
equals(Object) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
equals(Object) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
equals(Object) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
equals(Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
equals(Object) - Method in class com.opengamma.strata.report.format.FormatSettings
 
equals(Object) - Method in class com.opengamma.strata.report.ReportCalculationResults
 
equals(Object) - Method in class com.opengamma.strata.report.ReportRequirements
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReport
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
equals(Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
equalWithTolerance(CurveCurrencyParameterSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(CurveUnitParameterSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Checks if this sensitivity equals another within the specified tolerance.
equalWithTolerance(PointSensitivities, double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Checks if this sensitivity equals another within the specified tolerance.
Equity - Class in com.opengamma.strata.finance.equity
An equity share of a company.
Equity.Builder - Class in com.opengamma.strata.finance.equity
The bean-builder for Equity.
Equity.Meta - Class in com.opengamma.strata.finance.equity
The meta-bean for Equity.
EquityFuture - Class in com.opengamma.strata.finance.equity
A futures contract, based on a single equity.
EquityFuture.Builder - Class in com.opengamma.strata.finance.equity
The bean-builder for EquityFuture.
EquityFuture.Meta - Class in com.opengamma.strata.finance.equity
The meta-bean for EquityFuture.
EquityFutureTrade - Class in com.opengamma.strata.finance.equity
A trade representing a futures contract based on a single equity.
EquityFutureTrade.Builder - Class in com.opengamma.strata.finance.equity
The bean-builder for EquityFutureTrade.
EquityFutureTrade.Meta - Class in com.opengamma.strata.finance.equity
The meta-bean for EquityFutureTrade.
EquityProduct - Interface in com.opengamma.strata.finance.equity
A product representing an equity share of a company.
EquityTrade - Class in com.opengamma.strata.finance.equity
A trade representing the purchase or sale of an equity.
EquityTrade.Builder - Class in com.opengamma.strata.finance.equity
The bean-builder for EquityTrade.
EquityTrade.Meta - Class in com.opengamma.strata.finance.equity
The meta-bean for EquityTrade.
ES - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'ES' - Spain.
EU - Static variable in class com.opengamma.strata.basics.location.Country
The region of 'EU' - Europe (special status in ISO-3166).
EU_HICP_AI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Europe, "Non-revised Harmonised Index of Consumer Prices All Items".
EUR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'EUR' - Euro.
EUR_EONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The EONIA index for EUR.
EUR_EONIA - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the EUR EONIA index.
EUR_EURIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month EURIBOR index.
EUR_EURIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month EURIBOR index.
EUR_EURIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week EURIBOR index.
EUR_EURIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month EURIBOR index.
EUR_EURIBOR_2W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 week EURIBOR index.
EUR_EURIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month EURIBOR index.
EUR_EURIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month EURIBOR index.
EUR_EURIBOR_9M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 9 month EURIBOR index.
EUR_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for EUR.
EUR_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for EUR.
EUR_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for EUR.
EUR_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for EUR.
EUR_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for EUR.
EUR_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for EUR.
EURIBOR12M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the EUR EURIBOR 12M index.
EURIBOR1M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the EUR EURIBOR 1M index.
EURIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the EUR EURIBOR 3M index.
EURIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the EUR EURIBOR 6M index.
EUROPEAN_CHF - Static variable in class com.opengamma.strata.finance.credit.type.CdsConventions
The European CHF CDS convention.
EUROPEAN_EUR - Static variable in class com.opengamma.strata.finance.credit.type.CdsConventions
The European EUR CDS convention.
EUROPEAN_GBP - Static variable in class com.opengamma.strata.finance.credit.type.CdsConventions
The European GBP CDS convention.
EUROPEAN_USD - Static variable in class com.opengamma.strata.finance.credit.type.CdsConventions
The European USD CDS convention.
EUTA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for the European Union TARGET system, with code 'EUTA'.
evaluate(Bean, String) - Method in class com.opengamma.strata.report.result.BeanTokenEvaluator
 
evaluate(CurrencyAmount, String) - Method in class com.opengamma.strata.report.result.CurrencyAmountTokenEvaluator
 
evaluate(CurveCurrencyParameterSensitivities, String) - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
evaluate(CurveCurrencyParameterSensitivity, String) - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivityTokenEvaluator
 
evaluate(Iterable<?>, String) - Method in class com.opengamma.strata.report.result.IterableTokenEvaluator
 
evaluate(Map<?, ?>, String) - Method in class com.opengamma.strata.report.result.MapTokenEvaluator
 
evaluate(T, String) - Method in class com.opengamma.strata.report.result.TokenEvaluator
Evaluates a token against a given object.
evaluate(Trade, String) - Method in class com.opengamma.strata.report.result.TradeTokenEvaluator
 
evaluate(String, ReportCalculationResults) - Method in class com.opengamma.strata.report.result.ValuePathEvaluator
Evaluates a value path against a set of results, returning the resolved result for each trade.
eventsPerYear() - Method in class com.opengamma.strata.basics.schedule.Frequency
Calculates the number of events that occur in a year.
exactDivide(Frequency) - Method in class com.opengamma.strata.basics.schedule.Frequency
Exactly divides this frequency by another.
ExampleData - Class in com.opengamma.strata.examples.data
Contains utilities for working with data in the examples environment.
ExampleEngine - Class in com.opengamma.strata.examples.engine
Contains utility methods for obtaining a calculation engine configured for use in the examples environment.
ExampleMarketData - Class in com.opengamma.strata.examples.marketdata
Contains utilities for using example market data.
execute(ScenarioMarketData) - Method in class com.opengamma.strata.engine.calculations.CalculationTask
Performs calculations for the target using multiple sets of market data.
execute(T, CalculationMarketData) - Method in interface com.opengamma.strata.engine.calculations.function.CalculationMultiFunction
Calculates values of multiple measures for the target using multiple sets of market data.
execute(T, CalculationMarketData) - Method in interface com.opengamma.strata.engine.calculations.function.CalculationSingleFunction
Calculates a value for the target using multiple sets of market data.
execute(T, CalculationMarketData, Map<Measure, Set<Currency>>) - Method in interface com.opengamma.strata.engine.calculations.function.CurrencyAwareCalculationMultiFunction
Calculates values of multiple measures for the target using multiple sets of market data and converts them into each of the reporting currencies.
execute(T, CalculationMarketData, Set<Currency>) - Method in interface com.opengamma.strata.engine.calculations.function.CurrencyAwareCalculationSingleFunction
Calculates a value for the target using multiple sets of market data and converts it into each of the reporting currencies.
execute(CalculationTarget, CalculationMarketData) - Method in class com.opengamma.strata.engine.config.MissingConfigCalculationFunction
 
execute(CdsTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
 
execute(CdsTrade, DefaultSingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
 
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
 
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01BucketedParFunction
 
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.CdsCs01ParallelParFunction
 
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01BucketedParFunction
 
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.CdsIr01ParallelParFunction
 
execute(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.function.calculation.credit.CdsPvFunction
 
execute(GenericFutureTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
 
execute(GenericFutureTrade, SingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
 
execute(GenericFutureOptionTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
 
execute(GenericFutureOptionTrade, SingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
 
execute(GenericFutureOptionTrade, SingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.GenericFutureOptionPvFunction
 
execute(GenericFutureTrade, SingleCalculationMarketData) - Method in class com.opengamma.strata.function.calculation.future.GenericFuturePvFunction
 
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction
 
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapBucketedGammaPv01Function
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapBucketedGammaPv01Function
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapBucketedPv01Function
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapExplainPvFunction
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapLegPvFunction
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapParRateFunction
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapPv01Function
 
execute(ExpandedSwap, RatesProvider) - Method in class com.opengamma.strata.function.calculation.rate.swap.SwapPvFunction
 
execute(FxTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.fx.AbstractFxForwardFunction
 
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.AbstractFxForwardFunction
 
execute(FxNonDeliverableForwardTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction
 
execute(ExpandedFxNonDeliverableForward, RatesProvider) - Method in class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction
 
execute(FxSwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.fx.AbstractFxSwapFunction
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.fx.AbstractFxSwapFunction
 
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardBucketedPv01Function
 
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardCurrencyExposureFunction
 
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardFutureFxRateFunction
 
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardParSpreadFunction
 
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardPv01Function
 
execute(ExpandedFx, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxForwardPvFunction
 
execute(ExpandedFxNonDeliverableForward, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxNonDeliverableForwardPvFunction
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxSwapBucketedPv01Function
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxSwapParSpreadPvFunction
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxSwapPv01Function
 
execute(ExpandedFxSwap, RatesProvider) - Method in class com.opengamma.strata.function.fx.FxSwapPvFunction
 
execute(TermDepositTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositBucketedPv01Function
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositParRateFunction
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositParSpreadFunction
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositParSpreadParameterSensitivityFunction
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositPv01Function
 
execute(ExpandedTermDeposit, RatesProvider) - Method in class com.opengamma.strata.function.rate.deposit.TermDepositPvFunction
 
execute(FraTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.rate.fra.AbstractFraFunction
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.AbstractFraFunction
 
execute(FraTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.rate.fra.FraBucketedGammaPv01Function
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraBucketedGammaPv01Function
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraBucketedPv01Function
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraExplainPvFunction
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraParRateFunction
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraParSpreadFunction
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraPv01Function
 
execute(ExpandedFra, RatesProvider) - Method in class com.opengamma.strata.function.rate.fra.FraPvFunction
 
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.rate.swap.SwapAccruedInterestFunction
 
execute(SwapTrade, CalculationMarketData) - Method in class com.opengamma.strata.function.rate.swap.SwapLegNotionalFunction
 
expand() - Method in class com.opengamma.strata.finance.credit.Cds
Expands this CDS.
expand() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Expands this CDS, trivially returning this.
expand() - Method in interface com.opengamma.strata.finance.Expandable
Expands this Object.
expand() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
Expands this transaction, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
Expands this forward, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
Expands this FX swap, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.fx.Fx
Expands this FX into an ExpandedFx.
expand() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
Expands this FX forward into an ExpandedFxNonDeliverableForward.
expand() - Method in class com.opengamma.strata.finance.fx.FxSwap
Expands this FX swap into ExpandedFxSwap.
expand() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
Expands this FX option, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
Expands this term deposit, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
Expands this term deposit, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Expands this Ibor fixing deposit.
expand() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Expands this term deposit.
expand() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Expands this FRA, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Expands this FRA.
expand() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
Expands this swap, trivially returning this.
expand() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
Expands this swap leg, trivially returning this.
expand(Schedule, Schedule) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
 
expand(Schedule, Schedule) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
 
expand(Schedule, Schedule) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
 
expand(Schedule, Schedule) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
 
expand(Schedule, Schedule) - Method in interface com.opengamma.strata.finance.rate.swap.RateCalculation
Expands this calculation to accrual periods based on the specified schedule.
expand() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Converts this swap leg to the equivalent ExpandedSwapLeg.
expand() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Converts this swap leg to the equivalent ExpandedSwapLeg.
expand() - Method in class com.opengamma.strata.finance.rate.swap.Swap
Expands this swap.
expand() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg
Expands this swap leg.
expand() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Expands this convention, returning an instance where all the optional fields are present.
expand() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
Expands this option, trivially returning this.
Expandable<T> - Interface in com.opengamma.strata.finance
An object that can be expanded for pricing.
ExpandedCds - Class in com.opengamma.strata.finance.credit
Representation of the CdsProduct that is normalized for submitting to a pricer
ExpandedCds(ExpandedCds.Builder) - Constructor for class com.opengamma.strata.finance.credit.ExpandedCds
Restricted constructor.
ExpandedCds.Builder - Class in com.opengamma.strata.finance.credit
The bean-builder for ExpandedCds.
ExpandedCds.Meta - Class in com.opengamma.strata.finance.credit
The meta-bean for ExpandedCds.
ExpandedFra - Class in com.opengamma.strata.finance.rate.fra
An expanded forward rate agreement (FRA), with dates calculated ready for pricing.
ExpandedFra.Builder - Class in com.opengamma.strata.finance.rate.fra
The bean-builder for ExpandedFra.
ExpandedFra.Meta - Class in com.opengamma.strata.finance.rate.fra
The meta-bean for ExpandedFra.
ExpandedFx - Class in com.opengamma.strata.finance.fx
An expanded single FX transaction, the low level representation of a simple foreign exchange.
ExpandedFx.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for ExpandedFx.
ExpandedFxNonDeliverableForward - Class in com.opengamma.strata.finance.fx
An expanded Non-Deliverable Forward (NDF), the low level representation of an NDF.
ExpandedFxNonDeliverableForward.Builder - Class in com.opengamma.strata.finance.fx
The bean-builder for ExpandedFxNonDeliverableForward.
ExpandedFxNonDeliverableForward.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for ExpandedFxNonDeliverableForward.
ExpandedFxSwap - Class in com.opengamma.strata.finance.fx
An expanded FX swap transaction, the low level representation of an FX swap.
ExpandedFxSwap.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for ExpandedFxSwap.
ExpandedIborFixingDeposit - Class in com.opengamma.strata.finance.rate.deposit
An Ibor fixing deposit.
ExpandedIborFixingDeposit.Builder - Class in com.opengamma.strata.finance.rate.deposit
The bean-builder for ExpandedIborFixingDeposit.
ExpandedIborFixingDeposit.Meta - Class in com.opengamma.strata.finance.rate.deposit
The meta-bean for ExpandedIborFixingDeposit.
ExpandedSwap - Class in com.opengamma.strata.finance.rate.swap
An expanded rate swap, with dates calculated ready for pricing.
ExpandedSwap.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for ExpandedSwap.
ExpandedSwap.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for ExpandedSwap.
ExpandedSwapLeg - Class in com.opengamma.strata.finance.rate.swap
An expanded swap leg, with dates calculated ready for pricing.
ExpandedSwapLeg.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for ExpandedSwapLeg.
ExpandedSwapLeg.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for ExpandedSwapLeg.
ExpandedTermDeposit - Class in com.opengamma.strata.finance.rate.deposit
An expanded term deposit, with information calculated ready for pricing.
ExpandedTermDeposit.Builder - Class in com.opengamma.strata.finance.rate.deposit
The bean-builder for ExpandedTermDeposit.
ExpandedTermDeposit.Meta - Class in com.opengamma.strata.finance.rate.deposit
The meta-bean for ExpandedTermDeposit.
expirationDate(LocalDate) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
Sets the expirationDate property in the builder.
expirationDate() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
The meta-property for the expirationDate property.
expirationDate(LocalDate) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
Sets the expirationDate property in the builder.
expirationDate() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
The meta-property for the expirationDate property.
expirationDate(LocalDate) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
Sets the expirationDate property in the builder.
expirationDate() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
The meta-property for the expirationDate property.
expirationDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
Sets the expirationDate property in the builder.
expirationDate() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
The meta-property for the expirationDate property.
expirationMonth(YearMonth) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
Sets the expirationMonth property in the builder.
expirationMonth() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
The meta-property for the expirationMonth property.
expirationMonth(YearMonth) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
Sets the expirationMonth property in the builder.
expirationMonth() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
The meta-property for the expirationMonth property.
expirationTime(LocalTime) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
Sets the expirationTime property in the builder.
expirationTime() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
The meta-property for the expirationTime property.
expirationZone(ZoneId) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
Sets the expirationZone property in the builder.
expirationZone() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
The meta-property for the expirationZone property.
expiry(YearMonth) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
Sets the expiry property in the builder.
expiry() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
The meta-property for the expiry property.
expiry() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
The meta-property for the expiry property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
Sets the expiryDate property in the builder.
expiryDate() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
The meta-property for the expiryDate property.
expiryDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
Sets the expiryDate property in the builder.
expiryDate() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
The meta-property for the expiryDate property.
expiryDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the expiryDate property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
Sets the expiryTime property in the builder.
expiryTime() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
The meta-property for the expiryTime property.
expiryTime(LocalTime) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
Sets the expiryTime property in the builder.
expiryTime() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
The meta-property for the expiryTime property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
Sets the expiryZone property in the builder.
expiryZone() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
The meta-property for the expiryZone property.
expiryZone(ZoneId) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
Sets the expiryZone property in the builder.
expiryZone() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
The meta-property for the expiryZone property.
EXPLAIN_PRESENT_VALUE - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing a break-down of the present value calculation on the target.
ExplainKey<T> - Class in com.opengamma.strata.market.explain
A key for the map of explanatory values.
ExplainMap - Class in com.opengamma.strata.market.explain
A map of explanatory values.
ExplainMap.Meta - Class in com.opengamma.strata.market.explain
The meta-bean for ExplainMap.
ExplainMapBuilder - Class in com.opengamma.strata.market.explain
A builder for the map of explanatory values.
explainPresentValue(FxResetNotionalExchange, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
 
explainPresentValue(NotionalExchange, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
 
explainPresentValue(RatePaymentPeriod, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
 
explainPresentValue(PaymentEvent, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
 
explainPresentValue(PaymentPeriod, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
 
explainPresentValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Explains the present value of the FRA product.
explainPresentValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Explains the present value of the swap product.
explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer
Explains the present value of a single payment event.
explainPresentValue(T, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer
Explains the present value of a single payment period.
explainRate(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateObservationFn
 
explainRate(RateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.DispatchingRateObservationFn
 
explainRate(IborAveragedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateObservationFn
 
explainRate(IborInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateObservationFn
 
explainRate(IborRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateObservationFn
 
explainRate(InflationInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateObservationFn
 
explainRate(InflationMonthlyRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateObservationFn
 
explainRate(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateObservationFn
 
explainRate(OvernightCompoundedRateObservation, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateObservationFn
 
explainRate(T, LocalDate, LocalDate, RatesProvider, ExplainMapBuilder) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Explains the calculation of the applicable rate.
explanationString() - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets the explanation as a string.
EXPONENTIAL - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators
Exponential interpolator.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.DayCount
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.HolidayCalendar
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.FxIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.IborIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.interpolator.CurveExtrapolator
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.interpolator.CurveInterpolator
Gets the extended enum helper.
extendedEnum() - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Gets the extended enum helper.
ExtendedEnum<T extends Named> - Class in com.opengamma.strata.collect.named
Manager for extended enums controlled by code or configuration.
extendedEnum() - Static method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the extended enum lookup from name to instance.
extendedEnum() - Static method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
Gets the extended enum lookup from name to instance.
extrapolatorLeft(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the extrapolatorLeft property in the builder.
extrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the extrapolatorLeft property.
extrapolatorRight(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the extrapolatorRight property in the builder.
extrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the extrapolatorRight property.

F

Failure - Class in com.opengamma.strata.collect.result
Description of a failed result.
failure(FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result specifying the failure reason.
failure(Exception) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception.
failure(Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception.
failure(FailureReason, Exception) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception with a specified reason.
failure(FailureReason, Exception, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result caused by an exception with a specified reason and message.
failure(Result<?>) - Static method in class com.opengamma.strata.collect.result.Result
Returns a failed result from another failed result.
failure(Result<?>, Result<?>, Result<?>...) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result combining multiple failed results.
failure(Iterable<? extends Result<?>>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a failed result combining multiple failed results.
failure() - Method in class com.opengamma.strata.collect.result.Result.Meta
The meta-property for the failure property.
Failure.Meta - Class in com.opengamma.strata.collect.result
The meta-bean for Failure.
FailureItem - Class in com.opengamma.strata.collect.result
Details of a single failed item in a failure.
FailureItem.Meta - Class in com.opengamma.strata.collect.result
The meta-bean for FailureItem.
FailureReason - Enum in com.opengamma.strata.collect.result
Represents the reason why failure occurred.
farLeg() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
The meta-property for the farLeg property.
farLeg() - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
The meta-property for the farLeg property.
FeedIdMapping - Interface in com.opengamma.strata.engine.marketdata.mapping
Provides mappings from ObservableId instances requested by calculations to ID instances that are suitable for querying a market data feed to get the market data.
feeLeg(FeeLeg) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
Sets the feeLeg property in the builder.
feeLeg() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
The meta-property for the feeLeg property.
FeeLeg - Class in com.opengamma.strata.finance.credit
The fee leg of a credit default swap (CDS).
FeeLeg.Builder - Class in com.opengamma.strata.finance.credit
The bean-builder for FeeLeg.
FeeLeg.Meta - Class in com.opengamma.strata.finance.credit
The meta-bean for FeeLeg.
FI - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'FI' - Finland.
field(int, String) - Method in class com.opengamma.strata.examples.marketdata.CsvFile
Gets a single field value from a line by column header.
FieldName - Class in com.opengamma.strata.basics.market
The name of a field in a market data record.
fieldName() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
The meta-property for the fieldName property.
fieldName() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
The meta-property for the fieldName property.
FILE_URL_PREFIX - Static variable in class com.opengamma.strata.collect.io.ResourceLocator
The prefix for file resource locators.
filter(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Create a new time-series by filtering this one.
filter(MarketDataFilter<T, ?>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
Sets the filter property in the builder.
filter() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
The meta-property for the filter property.
finalExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
Sets the finalExchange property in the builder.
finalExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
The meta-property for the finalExchange property.
finalExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
Sets the finalExchange property in the builder.
finalExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
The meta-property for the finalExchange property.
finalStub(StubCalculation) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the finalStub property in the builder.
finalStub() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the finalStub property.
findIndex(String) - Static method in class com.opengamma.strata.examples.marketdata.LoaderUtils
Attempts to locate a rate index by reference name.
first() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
The meta-property for the first property.
first() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the first property.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
firstDerivative(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the first derivative of the curve.
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
firstDerivative(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
firstRegularRate(Double) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the firstRegularRate property in the builder.
firstRegularRate() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the firstRegularRate property.
firstRegularStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the firstRegularStartDate property in the builder.
firstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the firstRegularStartDate property.
FIXED_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The fixed rate, as defined in the contract.
fixedAmount(CurrencyAmount) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
Sets the fixedAmount property in the builder.
fixedAmount() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
The meta-property for the fixedAmount property.
fixedCurrency(Currency) - Static method in interface com.opengamma.strata.engine.config.ReportingRules
Returns a rule that always returns the same reporting currency.
FixedIborSwapConvention - Class in com.opengamma.strata.finance.rate.swap.type
A market convention for Fixed-Ibor swap trades.
FixedIborSwapConvention.Builder - Class in com.opengamma.strata.finance.rate.swap.type
The bean-builder for FixedIborSwapConvention.
FixedIborSwapConvention.Meta - Class in com.opengamma.strata.finance.rate.swap.type
The meta-bean for FixedIborSwapConvention.
FixedIborSwapCurveNode - Class in com.opengamma.strata.market.curve.config
A curve node whose instrument is a Fixed-Ibor interest rate swap.
FixedIborSwapCurveNode.Builder - Class in com.opengamma.strata.market.curve.config
The bean-builder for FixedIborSwapCurveNode.
FixedIborSwapCurveNode.Meta - Class in com.opengamma.strata.market.curve.config
The meta-bean for FixedIborSwapCurveNode.
FixedIborSwapTemplate - Class in com.opengamma.strata.finance.rate.swap.type
A template for creating Fixed-Ibor swap trades.
FixedIborSwapTemplate.Builder - Class in com.opengamma.strata.finance.rate.swap.type
The bean-builder for FixedIborSwapTemplate.
FixedIborSwapTemplate.Meta - Class in com.opengamma.strata.finance.rate.swap.type
The meta-bean for FixedIborSwapTemplate.
fixedLeg(FixedRateSwapLegConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
Sets the fixedLeg property in the builder.
fixedLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
The meta-property for the fixedLeg property.
fixedRate(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
The meta-property for the fixedRate property.
fixedRate(double) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
The meta-property for the fixedRate property.
fixedRate(Double) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
Sets the fixedRate property in the builder.
fixedRate() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
The meta-property for the fixedRate property.
FixedRateCalculation - Class in com.opengamma.strata.finance.rate.swap
Defines the calculation of a fixed rate swap leg.
FixedRateCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for FixedRateCalculation.
FixedRateCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for FixedRateCalculation.
FixedRateObservation - Class in com.opengamma.strata.finance.rate
Defines a known fixed rate of interest.
FixedRateObservation.Builder - Class in com.opengamma.strata.finance.rate
The bean-builder for FixedRateObservation.
FixedRateObservation.Meta - Class in com.opengamma.strata.finance.rate
The meta-bean for FixedRateObservation.
FixedRateSwapLegConvention - Class in com.opengamma.strata.finance.rate.swap.type
A market convention for the fixed leg of rate swap trades.
FixedRateSwapLegConvention.Builder - Class in com.opengamma.strata.finance.rate.swap.type
The bean-builder for FixedRateSwapLegConvention.
FixedRateSwapLegConvention.Meta - Class in com.opengamma.strata.finance.rate.swap.type
The meta-bean for FixedRateSwapLegConvention.
fixedSwapLeg() - Method in class com.opengamma.strata.examples.finance.SwapTradeModelDemo
 
FIXING_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The fixing date.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the fixingCalendar property in the builder.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the fixingCalendar property in the builder.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingCalendar property.
fixingCalendar(HolidayCalendar) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the fixingCalendar property in the builder.
fixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the fixingCalendar property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
Sets the fixingDate property in the builder.
fixingDate() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
Sets the fixingDate property in the builder.
fixingDate() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
Sets the fixingDate property in the builder.
fixingDate() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
Sets the fixingDate property in the builder.
fixingDate() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
The meta-property for the fixingDate property.
fixingDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
Sets the fixingDate property in the builder.
fixingDate() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the fixingDate property.
fixingDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the fixingDate property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the fixingDateOffset property.
fixingDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the fixingDateOffset property in the builder.
fixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the fixingDateOffset property.
FixingRelativeTo - Enum in com.opengamma.strata.finance.rate.swap
The base date that each rate fixing is made relative to.
fixingRelativeTo(FxResetFixingRelativeTo) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
Sets the fixingRelativeTo property in the builder.
fixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the fixingRelativeTo property in the builder.
fixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the fixingRelativeTo property.
fixingRelativeTo(FixingRelativeTo) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the fixingRelativeTo property in the builder.
fixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the fixingRelativeTo property.
fixings(List<IborAveragedFixing>) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
Sets the fixings property in the builder.
fixings(IborAveragedFixing...) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
Sets the fixings property in the builder from an array of objects.
fixings() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
The meta-property for the fixings property.
FixingSeriesCsvLoader - Class in com.opengamma.strata.examples.marketdata.timeseries
Loads a set of historical fixing series into memory from CSV resources.
FLAT - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators
Flat extrapolator.
flatCombine(Iterable<? extends Result<T>>, Function<Stream<T>, Result<R>>) - Static method in class com.opengamma.strata.collect.result.Result
Takes a collection of results, checks if all of them are successes and then applies the supplied function to the successes.
flatLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
Sets the flatLeg property in the builder.
flatLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
The meta-property for the flatLeg property.
flatMap(Function<? super T, Result<R>>) - Method in class com.opengamma.strata.collect.result.Result
Processes a successful result by applying a function that returns another result.
floatingLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
Sets the floatingLeg property in the builder.
floatingLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
The meta-property for the floatingLeg property.
floatingRate(IborRateObservation) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
Sets the floatingRate property in the builder.
floatingRate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the floatingRate property.
floatingRate(RateObservation) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
Sets the floatingRate property in the builder.
floatingRate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
The meta-property for the floatingRate property.
floatingSwapLeg() - Method in class com.opengamma.strata.examples.finance.SwapTradeModelDemo
 
FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Following' convention which adjusts to the next business day.
forEach(ObjDoubleConsumer<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Applies an action to each pair in the time series.
format(String, Object) - Static method in class com.opengamma.strata.collect.Messages
Formats a templated message inserting a single argument.
format(String, Object...) - Static method in class com.opengamma.strata.collect.Messages
Formats a templated message inserting arguments.
FormatCategory - Enum in com.opengamma.strata.report.format
Defines categories of types.
formatData(CashFlowReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
 
formatData(R, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.format.ReportFormatter
Formats a piece of data for display.
formatData(TradeReport, int, int, ReportOutputFormat) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
 
formatForCsv(CurrencyAmount) - Method in class com.opengamma.strata.report.format.CurrencyAmountValueFormatter
 
formatForCsv(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.format.CurveCurrencyParameterSensitivityValueFormatter
 
formatForCsv(Double) - Method in class com.opengamma.strata.report.format.DoubleValueFormatter
 
formatForCsv(double) - Method in class com.opengamma.strata.report.format.DoubleValueFormatter
 
formatForCsv(Object) - Method in class com.opengamma.strata.report.format.ToStringValueFormatter
 
formatForCsv(Object) - Method in class com.opengamma.strata.report.format.UnsupportedValueFormatter
 
formatForCsv(T) - Method in interface com.opengamma.strata.report.format.ValueFormatter
Formats a value for use in a CSV file.
formatForDisplay(CurrencyAmount) - Method in class com.opengamma.strata.report.format.CurrencyAmountValueFormatter
 
formatForDisplay(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.format.CurveCurrencyParameterSensitivityValueFormatter
 
formatForDisplay(Double) - Method in class com.opengamma.strata.report.format.DoubleValueFormatter
 
formatForDisplay(double, int) - Method in class com.opengamma.strata.report.format.DoubleValueFormatter
 
formatForDisplay(Object) - Method in class com.opengamma.strata.report.format.ToStringValueFormatter
 
formatForDisplay(Object) - Method in class com.opengamma.strata.report.format.UnsupportedValueFormatter
 
formatForDisplay(T) - Method in interface com.opengamma.strata.report.format.ValueFormatter
Formats a value for display.
FormatSettings - Class in com.opengamma.strata.report.format
Contains formatting settings for a specific type.
FormatSettings(FormatSettings.Builder) - Constructor for class com.opengamma.strata.report.format.FormatSettings
Restricted constructor.
FormatSettings.Builder - Class in com.opengamma.strata.report.format
The bean-builder for FormatSettings.
FormatSettings.Meta - Class in com.opengamma.strata.report.format
The meta-bean for FormatSettings.
FormatSettingsProvider - Class in com.opengamma.strata.report.format
Provides and caches format settings across types.
FormatSettingsProvider() - Constructor for class com.opengamma.strata.report.format.FormatSettingsProvider
 
formatter(ValueFormatter<?>) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
Sets the formatter property in the builder.
formatter() - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
The meta-property for the formatter property.
formatValue(Object, ReportOutputFormat) - Method in class com.opengamma.strata.report.format.ReportFormatter
 
forward() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
The meta-property for the forward property.
forwardCurves(Map<Index, Curve>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
Sets the forwardCurves property in the builder.
forwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
The meta-property for the forwardCurves property.
forwardFxRate(FxNonDeliverableForwardProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNonDeliverableForwardProductPricer
Calculates the forward exchange rate.
forwardFxRate(FxProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer
Computes the forward exchange rate.
ForwardIborAveragedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate
Rate observation implementation for a rate based on the average of multiple fixings of a single IBOR-like floating rate index.
ForwardIborAveragedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateObservationFn
Creates an instance.
ForwardIborInterpolatedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate
Rate observation implementation for rate based on the weighted average of the fixing on a single date of two IBOR-like indices.
ForwardIborInterpolatedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateObservationFn
Creates an instance.
ForwardIborRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate
Rate observation implementation for an IBOR-like index.
ForwardIborRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardIborRateObservationFn
Creates an instance.
ForwardInflationInterpolatedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate
Rate observation implementation for rate based on the weighted average of fixings of a single price index.
ForwardInflationInterpolatedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateObservationFn
Creates an instance.
ForwardInflationMonthlyRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate
Rate observation implementation for a price index.
ForwardInflationMonthlyRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateObservationFn
Creates an instance.
ForwardOvernightAveragedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate
Rate observation implementation for a rate based on a single overnight index that is arithmetically averaged.
ForwardOvernightAveragedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateObservationFn
Creates an instance.
ForwardOvernightCompoundedRateObservationFn - Class in com.opengamma.strata.pricer.impl.rate
Rate observation implementation for a rate based on a single overnight index that is compounded.
ForwardOvernightCompoundedRateObservationFn() - Constructor for class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateObservationFn
Creates an instance.
ForwardPriceIndexValues - Class in com.opengamma.strata.market.value
Provides values for a Price index from a forward curve.
ForwardPriceIndexValues.Meta - Class in com.opengamma.strata.market.value
The meta-bean for ForwardPriceIndexValues.
FR - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'FR' - France.
Fra - Class in com.opengamma.strata.finance.rate.fra
A forward rate agreement (FRA).
Fra.Builder - Class in com.opengamma.strata.finance.rate.fra
The bean-builder for Fra.
Fra.Meta - Class in com.opengamma.strata.finance.rate.fra
The meta-bean for Fra.
FraBucketedGammaPv01Function - Class in com.opengamma.strata.function.rate.fra
Calculates Gamma PV01, the second-order present value sensitivity of a FraTrade for each of a set of scenarios.
FraBucketedGammaPv01Function() - Constructor for class com.opengamma.strata.function.rate.fra.FraBucketedGammaPv01Function
 
FraBucketedPv01Function - Class in com.opengamma.strata.function.rate.fra
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FraTrade.
FraBucketedPv01Function() - Constructor for class com.opengamma.strata.function.rate.fra.FraBucketedPv01Function
 
FraConvention - Class in com.opengamma.strata.finance.rate.fra
A market convention for forward rate agreement (FRA) trades.
FraConvention.Builder - Class in com.opengamma.strata.finance.rate.fra
The bean-builder for FraConvention.
FraConvention.Meta - Class in com.opengamma.strata.finance.rate.fra
The meta-bean for FraConvention.
fraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
The meta-property for the fraction property.
FraCurveNode - Class in com.opengamma.strata.market.curve.config
A curve node whose instrument is a forward rate agreement (FRA).
FraCurveNode.Builder - Class in com.opengamma.strata.market.curve.config
The bean-builder for FraCurveNode.
FraCurveNode.Meta - Class in com.opengamma.strata.market.curve.config
The meta-bean for FraCurveNode.
FraDiscountingMethod - Enum in com.opengamma.strata.finance.rate.fra
A convention defining how to discount Forward Rate Agreements (FRAs).
FraExplainPvFunction - Class in com.opengamma.strata.function.rate.fra
Obtains the explain map for present value on a FraTrade.
FraExplainPvFunction() - Constructor for class com.opengamma.strata.function.rate.fra.FraExplainPvFunction
 
FraFunctionGroups - Class in com.opengamma.strata.function.rate.fra
Contains function groups for built-in FRA engine functions.
FraParRateFunction - Class in com.opengamma.strata.function.rate.fra
Calculates the par rate of a FraTrade for each of a set of scenarios.
FraParRateFunction() - Constructor for class com.opengamma.strata.function.rate.fra.FraParRateFunction
 
FraParSpreadFunction - Class in com.opengamma.strata.function.rate.fra
Calculates the par spread of a FraTrade for each of a set of scenarios.
FraParSpreadFunction() - Constructor for class com.opengamma.strata.function.rate.fra.FraParSpreadFunction
 
FraPricingExample - Class in com.opengamma.strata.examples.finance
Example to illustrate using the engine to price a FRA.
FraPricingExample() - Constructor for class com.opengamma.strata.examples.finance.FraPricingExample
 
FraProduct - Interface in com.opengamma.strata.finance.rate.fra
A product representing a forward rate agreement (FRA).
FraPv01Function - Class in com.opengamma.strata.function.rate.fra
Calculates PV01, the present value sensitivity of a FraTrade.
FraPv01Function() - Constructor for class com.opengamma.strata.function.rate.fra.FraPv01Function
 
FraPvFunction - Class in com.opengamma.strata.function.rate.fra
Calculates the present value of a FraTrade for each of a set of scenarios.
FraPvFunction() - Constructor for class com.opengamma.strata.function.rate.fra.FraPvFunction
 
FraTemplate - Class in com.opengamma.strata.finance.rate.fra
A template for creating a forward rate agreement (FRA) trade.
FraTemplate.Builder - Class in com.opengamma.strata.finance.rate.fra
The bean-builder for FraTemplate.
FraTemplate.Meta - Class in com.opengamma.strata.finance.rate.fra
The meta-bean for FraTemplate.
FraTrade - Class in com.opengamma.strata.finance.rate.fra
A trade in a forward rate agreement (FRA).
FraTrade.Builder - Class in com.opengamma.strata.finance.rate.fra
The bean-builder for FraTrade.
FraTrade.Meta - Class in com.opengamma.strata.finance.rate.fra
The meta-bean for FraTrade.
Frequency - Class in com.opengamma.strata.basics.schedule
A periodic frequency used by financial products that have a specific event every so often.
frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the frequency property in the builder.
frequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the frequency property.
frequency(Frequency) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the frequency property in the builder.
frequency() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the frequency property.
FRI_SAT - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Friday/Saturday weekends.
from(StandardId) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitRedCode
Converts from a standard identifier ensuring the scheme is correct.
from(RestructuringClause) - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitRestructuringClause
Converts restructuring clause to Markit equivalent.
from(SeniorityLevel) - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitSeniorityLevel
Converts seniority level to Markit equivalent.
fromParameterSensitivity(CurveCurrencyParameterSensitivities, CurveBuildingBlockBundle) - Method in class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
 
FRPA - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for Paris, France, with code 'FRPA'.
function(CheckedFunction<T, R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Function interface.
functionArguments(Map<String, Object>) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
Sets the functionArguments property in the builder.
functionArguments() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
The meta-property for the functionArguments property.
functionArguments() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the functionArguments property.
functionConfig(FunctionConfig) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
Sets the functionConfig property in the builder.
functionConfig() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
The meta-property for the functionConfig property.
FunctionConfig<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config
Configuration of a function that performs a calculation.
functionConfig(CalculationTarget, Measure) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
functionConfig() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the functionConfig property.
functionConfig(CalculationTarget, Measure) - Method in interface com.opengamma.strata.engine.config.pricing.FunctionGroup
Returns configuration for a function to calculate the value of a measure for a target.
FunctionConfig.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config
The meta-bean for FunctionConfig.
FunctionConfigBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config
Mutable builder for building instances of FunctionConfig.
functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
 
FunctionGroup<T extends CalculationTarget> - Interface in com.opengamma.strata.engine.config.pricing
A function group provides configuration for functions that perform calculations.
functionGroup(CalculationTarget, Measure) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
Returns a function group to calculate a value of the measure for the target if this rule applies to the target.
functionGroup() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
The meta-property for the functionGroup property.
functionGroup(FunctionGroup<T>) - Method in class com.opengamma.strata.engine.config.pricing.PricingRuleBuilder
Sets the function group that performs the calculations matching the rule.
functionGroup(CalculationTarget, Measure) - Method in interface com.opengamma.strata.engine.config.pricing.PricingRules
Returns a function group specifying how a measure should be calculated for the target.
FunctionGroupName - Class in com.opengamma.strata.engine.config.pricing
The name of a FunctionGroup.
functionType() - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
The meta-property for the functionType property.
FunctionUtils - Class in com.opengamma.strata.engine.calculations.function
Static utility methods useful when writing calculation functions.
FUTURE_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The future value.
FutureOptionPremiumStyle - Enum in com.opengamma.strata.finance.common
The style of premium for an option on a futures contract.
futurePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the futurePrice property.
FuturesExpiryCurveNodeId - Class in com.opengamma.strata.market.curve
A curve node ID for a futures node.
FuturesExpiryCurveNodeId.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for FuturesExpiryCurveNodeId.
FuturesExpiryCurveNodeId.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for FuturesExpiryCurveNodeId.
futureValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the futureValue property.
futureValue(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
 
futureValue(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
 
futureValue(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
 
futureValue(PaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
 
futureValue(PaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
 
futureValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Calculates the future value of the FRA product.
futureValue(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer
Calculates the future value of the FRA trade.
futureValue(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Calculates the future value of the swap leg.
futureValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Calculates the future value of the swap product.
futureValue(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer
Calculates the future value of the swap trade.
futureValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer
Calculates the future value of a single payment event.
futureValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer
Calculates the future value of a single payment period.
futureValueSensitivity(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
 
futureValueSensitivity(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
 
futureValueSensitivity(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
 
futureValueSensitivity(PaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
 
futureValueSensitivity(PaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
 
futureValueSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Calculates the future value sensitivity of the FRA product.
futureValueSensitivity(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer
Calculates the future value sensitivity of the FRA trade.
futureValueSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Calculates the future value sensitivity of the swap leg.
futureValueSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Calculates the future value sensitivity of the swap product.
futureValueSensitivity(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer
Calculates the future value sensitivity of the swap trade.
futureValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer
Calculates the future value sensitivity of a single payment event.
futureValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer
Calculates the future value sensitivity of a single payment period.
fuzzyEquals(double[], double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Compares each element in the first array to the matching index in the second array within a tolerance.
fuzzyEqualsZero(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Compares each element in the array to zero within a tolerance.
Fx - Class in com.opengamma.strata.finance.fx
A single foreign exchange, such as an FX forward or FX spot.
Fx.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for Fx.
FxConvertible<R> - Interface in com.opengamma.strata.basics.currency
Defines a standard mechanism for converting an object representing one or more monetary amounts to a single currency.
FxConvertibleList - Class in com.opengamma.strata.engine.calculations.function.result
A list of currency values representing the result of the same calculation performed for multiple scenarios.
FxConvertibleList.Builder - Class in com.opengamma.strata.engine.calculations.function.result
The bean-builder for FxConvertibleList.
FxConvertibleList.Meta - Class in com.opengamma.strata.engine.calculations.function.result
The meta-bean for FxConvertibleList.
FxForwardBucketedPv01Function - Class in com.opengamma.strata.function.fx
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxTrade.
FxForwardBucketedPv01Function() - Constructor for class com.opengamma.strata.function.fx.FxForwardBucketedPv01Function
 
FxForwardCurrencyExposureFunction - Class in com.opengamma.strata.function.fx
Calculates the currency exposure of an FxTrade for each of a set of scenarios.
FxForwardCurrencyExposureFunction() - Constructor for class com.opengamma.strata.function.fx.FxForwardCurrencyExposureFunction
 
FxForwardFutureFxRateFunction - Class in com.opengamma.strata.function.fx
Calculates the future FX rate of an FxTrade for each of a set of scenarios.
FxForwardFutureFxRateFunction() - Constructor for class com.opengamma.strata.function.fx.FxForwardFutureFxRateFunction
 
FxForwardParSpreadFunction - Class in com.opengamma.strata.function.fx
Calculates the par spread of an FxTrade for each of a set of scenarios.
FxForwardParSpreadFunction() - Constructor for class com.opengamma.strata.function.fx.FxForwardParSpreadFunction
 
FxForwardPv01Function - Class in com.opengamma.strata.function.fx
Calculates PV01, the present value sensitivity of a FxTrade.
FxForwardPv01Function() - Constructor for class com.opengamma.strata.function.fx.FxForwardPv01Function
 
FxForwardPvFunction - Class in com.opengamma.strata.function.fx
Calculates the present value of an FxTrade for each of a set of scenarios.
FxForwardPvFunction() - Constructor for class com.opengamma.strata.function.fx.FxForwardPvFunction
 
FxIndex - Interface in com.opengamma.strata.basics.index
An index of foreign exchange rates.
fxIndexRates(FxIndex) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
 
FxIndexRates - Interface in com.opengamma.strata.market.value
Provides access to rates for an FX index.
fxIndexRates(FxIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
fxIndexRates(FxIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an FX index.
FxIndexRatesKey - Class in com.opengamma.strata.market.key
Market data key identifying the rates for an FX index.
FxIndexRatesKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for FxIndexRatesKey.
FxIndexSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a forward rate of an FX rate for a currency pair.
FxIndexSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for FxIndexSensitivity.
FxIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard foreign exchange indices.
FxMatrix - Class in com.opengamma.strata.basics.currency
A matrix of foreign exchange rates.
fxMatrix(FxMatrix) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
Sets the fxMatrix property in the builder.
fxMatrix() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the fxMatrix property.
FxMatrix.Builder - Class in com.opengamma.strata.basics.currency
Builder class for FxMatrix.
FxNonDeliverableForward - Class in com.opengamma.strata.finance.fx
A Non-Deliverable Forward (NDF).
FxNonDeliverableForward.Builder - Class in com.opengamma.strata.finance.fx
The bean-builder for FxNonDeliverableForward.
FxNonDeliverableForward.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for FxNonDeliverableForward.
FxNonDeliverableForwardProduct - Interface in com.opengamma.strata.finance.fx
A product representing a Non-Deliverable Forward (NDF).
FxNonDeliverableForwardPvFunction - Class in com.opengamma.strata.function.fx
Calculates the present value of an FxNonDeliverableForwardTrade for each of a set of scenarios.
FxNonDeliverableForwardPvFunction() - Constructor for class com.opengamma.strata.function.fx.FxNonDeliverableForwardPvFunction
 
FxNonDeliverableForwardTrade - Class in com.opengamma.strata.finance.fx
A trade in a Non-Deliverable Forward (NDF).
FxNonDeliverableForwardTrade.Builder - Class in com.opengamma.strata.finance.fx
The bean-builder for FxNonDeliverableForwardTrade.
FxNonDeliverableForwardTrade.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for FxNonDeliverableForwardTrade.
FxPayment - Class in com.opengamma.strata.finance.fx
A single payment of a known amount on a specific date.
FxPayment.Builder - Class in com.opengamma.strata.finance.fx
The bean-builder for FxPayment.
FxPayment.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for FxPayment.
FxProduct - Interface in com.opengamma.strata.finance.fx
A product representing a simple foreign exchange between two counterparties.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Gets the FX rate for the specified currency pair.
FxRate - Class in com.opengamma.strata.basics.currency
A single foreign exchange rate between two currencies, such as 'EUR/USD 1.25'.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the FX rate for the specified currency pair.
fxRate(Currency, Currency) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
Gets the FX rate for the specified currency pair.
fxRate(CurrencyPair) - Method in interface com.opengamma.strata.basics.currency.FxRateProvider
Gets the FX rate for the specified currency pair.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
 
fxRate(Currency, Currency) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the FX rate for the specified currency pair on the valuation date.
fxRate(CurrencyPair) - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the FX rate for the specified currency pair on the valuation date.
fxRate(Currency, Currency) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
FxRate.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for FxRate.
FxRateId - Class in com.opengamma.strata.basics.market
Identifies the market data for an FX rate.
FxRateId.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for FxRateId.
FxRateKey - Class in com.opengamma.strata.basics.market
Market data key identifying an FX rate.
FxRateKey.Meta - Class in com.opengamma.strata.basics.market
The meta-bean for FxRateKey.
FxRateProvider - Interface in com.opengamma.strata.basics.currency
A provider of FX rates.
fxRateProvider() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
The meta-property for the fxRateProvider property.
FxReset - Class in com.opengamma.strata.finance.rate.swap
An FX rate conversion for the notional amount of a swap leg.
fxReset(FxResetCalculation) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
Sets the fxReset property in the builder.
fxReset() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
The meta-property for the fxReset property.
fxReset(FxReset) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
Sets the fxReset property in the builder.
fxReset() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
The meta-property for the fxReset property.
FxReset.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for FxReset.
FxReset.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for FxReset.
FxResetCalculation - Class in com.opengamma.strata.finance.rate.swap
Defines the calculation of an FX rate conversion for the notional amount of a swap leg.
FxResetCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for FxResetCalculation.
FxResetCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for FxResetCalculation.
FxResetFixingRelativeTo - Enum in com.opengamma.strata.finance.rate.swap
The base date that each FX reset fixing is made relative to.
FxResetNotionalExchange - Class in com.opengamma.strata.finance.rate.swap
An exchange of notionals between two counterparties where FX reset applies.
FxResetNotionalExchange.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for FxResetNotionalExchange.
FxResetNotionalExchange.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for FxResetNotionalExchange.
FxSwap - Class in com.opengamma.strata.finance.fx
An FX swap.
FxSwap.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for FxSwap.
FxSwapBucketedPv01Function - Class in com.opengamma.strata.function.fx
Calculates the bucketed PV01, the present value curve parameter sensitivity of a FxSwapTrade.
FxSwapBucketedPv01Function() - Constructor for class com.opengamma.strata.function.fx.FxSwapBucketedPv01Function
 
FxSwapParSpreadPvFunction - Class in com.opengamma.strata.function.fx
Calculates the present value of an FxSwapTrade for each of a set of scenarios.
FxSwapParSpreadPvFunction() - Constructor for class com.opengamma.strata.function.fx.FxSwapParSpreadPvFunction
 
FxSwapProduct - Interface in com.opengamma.strata.finance.fx
A product representing a foreign exchange swap.
FxSwapPv01Function - Class in com.opengamma.strata.function.fx
Calculates PV01, the present value sensitivity of a FxSwapTrade.
FxSwapPv01Function() - Constructor for class com.opengamma.strata.function.fx.FxSwapPv01Function
 
FxSwapPvFunction - Class in com.opengamma.strata.function.fx
Calculates the present value of an FxSwapTrade for each of a set of scenarios.
FxSwapPvFunction() - Constructor for class com.opengamma.strata.function.fx.FxSwapPvFunction
 
FxSwapTrade - Class in com.opengamma.strata.finance.fx
A trade in an FX swap.
FxSwapTrade.Builder - Class in com.opengamma.strata.finance.fx
The bean-builder for FxSwapTrade.
FxSwapTrade.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for FxSwapTrade.
FxTrade - Class in com.opengamma.strata.finance.fx
A foreign exchange trade, such as an FX forward or FX spot.
FxTrade.Builder - Class in com.opengamma.strata.finance.fx
The bean-builder for FxTrade.
FxTrade.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for FxTrade.
FxVanillaOption - Class in com.opengamma.strata.finance.fx
A vanilla FX option.
FxVanillaOption(FxVanillaOption.Builder) - Constructor for class com.opengamma.strata.finance.fx.FxVanillaOption
Restricted constructor.
FxVanillaOption.Builder - Class in com.opengamma.strata.finance.fx
The bean-builder for FxVanillaOption.
FxVanillaOption.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for FxVanillaOption.
FxVanillaOptionProduct - Interface in com.opengamma.strata.finance.fx
A product representing an FX vanilla option.
FxVanillaOptionTrade - Class in com.opengamma.strata.finance.fx
A trade in a vanilla FX option.
FxVanillaOptionTrade.Builder - Class in com.opengamma.strata.finance.fx
The bean-builder for FxVanillaOptionTrade.
FxVanillaOptionTrade.Meta - Class in com.opengamma.strata.finance.fx
The meta-bean for FxVanillaOptionTrade.

G

GB - Static variable in class com.opengamma.strata.basics.location.Country
The country 'GB' - United Kingdom.
GB_HICP - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The harmonized consumer price index for the United Kingdom, "Non-revised Harmonised Index of Consumer Prices".
GB_RPI - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The retail price index for the United Kingdom, "Non-revised Retail Price Index All Items in the United Kingdom".
GB_RPIX - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The retail price index for the United Kingdom excluding mortgage interest payments, "Non-revised Retail Price Index Excluding Mortgage Interest Payments in the United Kingdom".
GBLO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for London, United Kingdom, with code 'GBLO'.
GBP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'GBP' - British pound.
GBP_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for GBP.
GBP_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for GBP.
GBP_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for GBP.
GBP_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for GBP.
GBP_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for GBP.
GBP_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for GBP.
GBP_SONIA - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The SONIA index for GBP.
GBP_SONIA - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the GBP SONIA index.
GBPLIBOR12M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the GBP LIBOR 12M index.
GBPLIBOR1M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the GBP LIBOR 1M index.
GBPLIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the GBP LIBOR 3M index.
GBPLIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the GBP LIBOR 6M index.
gearing(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the gearing property in the builder.
gearing() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
Sets the gearing property in the builder.
gearing() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
The meta-property for the gearing property.
gearing(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
Sets the gearing property in the builder.
gearing() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
The meta-property for the gearing property.
gearing(double) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
Sets the gearing property in the builder.
gearing() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
The meta-property for the gearing property.
GEARING - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The gearing, that the rate is multiplied by.
GenericFuture - Class in com.opengamma.strata.finance.future
A generic futures contract based on an expiration month.
GenericFuture.Builder - Class in com.opengamma.strata.finance.future
The bean-builder for GenericFuture.
GenericFuture.Meta - Class in com.opengamma.strata.finance.future
The meta-bean for GenericFuture.
GenericFutureFunctionGroups - Class in com.opengamma.strata.function.calculation.future
Contains function groups for built-in generic future engine functions.
GenericFutureOption - Class in com.opengamma.strata.finance.future
A generic futures option contract based on an expiration month.
GenericFutureOption.Builder - Class in com.opengamma.strata.finance.future
The bean-builder for GenericFutureOption.
GenericFutureOption.Meta - Class in com.opengamma.strata.finance.future
The meta-bean for GenericFutureOption.
GenericFutureOptionFunctionGroups - Class in com.opengamma.strata.function.calculation.future
Contains function groups for built-in generic future option engine functions.
GenericFutureOptionPvFunction - Class in com.opengamma.strata.function.calculation.future
Calculates the present value of a GenericFutureOptionTrade for each of a set of scenarios.
GenericFutureOptionPvFunction() - Constructor for class com.opengamma.strata.function.calculation.future.GenericFutureOptionPvFunction
 
GenericFutureOptionTrade - Class in com.opengamma.strata.finance.future
A trade in a generic futures option contract based on an expiration month.
GenericFutureOptionTrade.Builder - Class in com.opengamma.strata.finance.future
The bean-builder for GenericFutureOptionTrade.
GenericFutureOptionTrade.Meta - Class in com.opengamma.strata.finance.future
The meta-bean for GenericFutureOptionTrade.
GenericFuturePricingExample - Class in com.opengamma.strata.examples.finance
Example to illustrate using the engine to price generic Futures.
GenericFuturePricingExample() - Constructor for class com.opengamma.strata.examples.finance.GenericFuturePricingExample
 
GenericFuturePvFunction - Class in com.opengamma.strata.function.calculation.future
Calculates the present value of a GenericFutureTrade for each of a set of scenarios.
GenericFuturePvFunction() - Constructor for class com.opengamma.strata.function.calculation.future.GenericFuturePvFunction
 
GenericFutureTrade - Class in com.opengamma.strata.finance.future
A trade in a generic futures contract based on an expiration month.
GenericFutureTrade.Builder - Class in com.opengamma.strata.finance.future
The bean-builder for GenericFutureTrade.
GenericFutureTrade.Meta - Class in com.opengamma.strata.finance.future
The meta-bean for GenericFutureTrade.
get(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
get(TemporalUnit) - Method in class com.opengamma.strata.basics.date.Tenor
Gets the value of the specified unit.
get(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
get(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
get(TemporalUnit) - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the value of the specified unit.
get(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
get(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
get() - Method in interface com.opengamma.strata.collect.function.CheckedSupplier
Gets a result.
get(LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets the value associated with the specified date.
get(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Gets the value associated with the specified date.
get(String) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
 
get(String) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
 
get(String) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
 
get(int) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
 
get(String) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
 
get(int) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
 
get(String) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
 
get(int) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
 
get(int) - Method in interface com.opengamma.strata.engine.calculations.function.result.ScenarioResult
Returns the result at the specified index.
get(String) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
 
get(int, int) - Method in class com.opengamma.strata.engine.calculations.Results
Returns the results for a target and column for a set of scenarios.
get(String) - Method in class com.opengamma.strata.engine.Column.Builder
 
get(String) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
 
get(String) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
 
get(String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
 
get(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
 
get(String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
 
get(String) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
 
get(Class<T>, String) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
Returns the configuration object with the specified type and name if available.
get(Class<T>, TypedString<?>) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
Returns the configuration object with the specified type and name if available.
get(String) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
 
get(I) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
Returns a single value of data with the given ID.
get(String) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
 
get(I) - Method in class com.opengamma.strata.engine.marketdata.Observables
Returns a single value of data with the given ID.
get(String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
 
get(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
 
get(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
 
get(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
 
get(String) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
 
get(String) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
 
get(String) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
 
get(String) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
 
get(String) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
 
get(String) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
 
get(String) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
 
get(String) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
 
get(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
 
get(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
 
get(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
 
get(String) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
 
get(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
 
get(String) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
 
get(String) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
 
get(String) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
 
get(String) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
 
get(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
get(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
 
get(String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
 
get(String) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
 
get(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
 
get(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
 
get(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
 
get(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
 
get(String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
 
get(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets a value by key.
get(String) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
get(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
 
get(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
get(String) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
 
get(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
get(String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
get(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
getAbsoluteTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Gets the absolute tolerance for the root finder.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to accrual schedule dates.
getAccrualDayCount() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the day count convention to be used for calculating the accrual.
getAccrualFactor() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
Gets the accrual factor, defaulted from the index if not set.
getAccrualFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the periodic frequency of accrual.
getAccrualMethod() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
Gets the method of accruing overnight interest, defaulted to 'Compounded'.
getAccrualPeriods() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Gets the accrual periods that combine to form the payment period.
getAccrualSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Gets the accrual schedule.
getAdditionalData() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the additional data, defaulted to an empty map.
getAdditionConvention() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the addition convention to apply.
getAdditionConvention() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the addition convention to apply.
getAdjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the end date, adjusted to be a valid business day.
getAdjustedSettleDate(LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the adjusted settlement date.
getAdjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the start date, adjusted to be a valid business day.
getAdjustedStartDate(LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the adjusted start date.
getAdjustment() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Gets the business day adjustment that is to be applied to the unadjusted date.
getAdjustment() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAdjustment() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the business day adjustment that is performed to the result of the addition.
getAgreedFxRate() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
Gets the FX rate agreed for the value date at the inception of the trade.
getAgreedFxRate() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
Gets the FX rate agreed for the value date at the inception of the trade.
getAllResources(String) - Method in class com.opengamma.strata.examples.marketdata.DirectoryMarketDataBuilder
 
getAllResources(String) - Method in class com.opengamma.strata.examples.marketdata.JarMarketDataBuilder
 
getAllResources(String) - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder
Gets all available resources from a given subdirectory.
getAmount() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the amount of the currency.
getAmount(Currency) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the CurrencyAmount for the specified currency.
getAmount() - Method in class com.opengamma.strata.finance.fx.FxPayment
Gets the amount of the payment.
getAmount() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Gets the notional amount.
getAmount() - Method in interface com.opengamma.strata.market.amount.LegAmount
Gets the amount associated with the leg.
getAmount() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the amount associated with the leg.
getAmounts() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the set of currency amounts.
getAmounts() - Method in class com.opengamma.strata.market.amount.LegAmounts
Gets the leg amounts.
getArguments() - Method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup
Returns the constructor arguments used when creating function instances.
getAttribute(String) - Method in interface com.opengamma.strata.finance.Attributable
Gets the value of an attribute by key.
getAttributes() - Method in interface com.opengamma.strata.finance.Attributable
Gets the entire set of additional attributes.
getAttributes() - Method in interface com.opengamma.strata.finance.Security
Gets the entire set of additional attributes.
getAttributes() - Method in class com.opengamma.strata.finance.TradeInfo
Gets the set of additional trade attributes.
getAttributes() - Method in class com.opengamma.strata.finance.UnitSecurity
Gets the extensible set of attributes.
getAvailableCountries() - Static method in class com.opengamma.strata.basics.location.Country
Obtains the set of available countries.
getAvailableCurrencies() - Static method in class com.opengamma.strata.basics.currency.Currency
Obtains the set of configured currencies.
getAvailablePairs() - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Obtains the set of configured currency pairs.
getAveragingMethod() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
Gets the rate averaging method, defaulted to 'Unweighted'.
getBadDayConvention() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
Gets the applicable business day convention.
getBase() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the base currency of the pair.
getBaseCurrencyAmount() - Method in class com.opengamma.strata.finance.fx.Fx
Gets the amount in the base currency, positive if receiving, negative if paying.
getBaseCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
Gets the discount factors for the base currency of the index.
getBaseCurrencyPayment() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
Gets the payment in the base currency, positive if receiving, negative if paying.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the business day adjustment to apply.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.credit.Cds
Gets the business day adjustment to apply to the start and end dates.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the business day adjustment to apply to the start and end dates.
getBusinessDayAdjustment() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the business day adjustment.
getBusinessDayAdjustment() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
Gets the business day adjustment to apply to the start and end date.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the business day adjustment to apply to the start and end date, optional.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Gets the business day adjustment to apply to the start and end date, providing a default result if no override specified.
getBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
Gets the business day adjustment to apply to each reset date.
getBuySell() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Gets whether the Ibor fixing deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Gets whether the term deposit is 'Buy' or 'Sell'.
getBuySell() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets whether the FRA is buy or sell.
getBuySellProtection() - Method in class com.opengamma.strata.finance.credit.Cds
Gets whether the CDS is buy or sell.
getBuySellProtection() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets whether the CDS is buy or sell.
getByteSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the byte source to access the resource.
getCalculation() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Gets the interest rate accrual calculation.
getCalculationResults() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the calculation results.
getCalendar() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Gets the calendar that defines holidays and business days.
getCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the holiday calendar that defines the meaning of a day when performing the addition.
getCashFlow(int) - Method in class com.opengamma.strata.market.amount.CashFlows
Gets the cash flow by index.
getCashFlows() - Method in class com.opengamma.strata.market.amount.CashFlows
Gets the cash flows.
getCategory() - Method in class com.opengamma.strata.report.format.FormatSettings
Gets the category of this type.
getCauseType() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the type of the exception that caused the failure, not present if it wasn't caused by an exception.
getCdsConvention() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Gets the underlying convention.
getCdsDateSet(LocalDate, Period[]) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic
Gets a set of CDS dates fixed periods from an initial CDS date.
getCdsDateSet(LocalDate, int) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic
Gets a complete set of CDS dates from some starting CDS date.
getCharSource() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the char source to access the resource using UTF-8.
getCharSource(Charset) - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the char source to access the resource specifying the character set.
getCode() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the three letter ISO code.
getCode() - Method in class com.opengamma.strata.basics.location.Country
Gets the two letter ISO code.
getColumnCount() - Method in class com.opengamma.strata.engine.calculations.Results
Gets the number of columns in the results.
getColumnCount() - Method in interface com.opengamma.strata.report.Report
Gets the number of columns in the report table.
getColumnHeaders() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the column headers.
getColumnHeaders() - Method in interface com.opengamma.strata.report.Report
Gets the report column headers.
getColumnHeaders() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the column headers.
getColumnIndex() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
Gets the column index of the value in the results grid.
getColumnIndex() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Gets the column index of the value in the results grid.
getColumnKeys() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the keys corresponding to the columns.
getColumns() - Method in class com.opengamma.strata.engine.calculations.CalculationTasks
Returns the measures calculated by these calculations.
getColumns() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
Gets the columns that define the calculations.
getColumns() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the columns contained in the results.
getColumns() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the report columns, which may contain information required for formatting.
getColumns() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
Gets the columns in the report
getColumnTypes(CashFlowReport) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
 
getColumnTypes(R) - Method in class com.opengamma.strata.report.format.ReportFormatter
Gets the type of the data in each report column.
getColumnTypes(TradeReport) - Method in class com.opengamma.strata.report.trade.TradeReportFormatter
 
getCompoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
Gets the compounding method to use when there is more than one accrual period, defaulted to 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Gets the compounding method to use when there is more than one accrual period, default is 'None'.
getCompoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getCompoundingMethod() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the compounding method to use when there is more than one accrual period in each payment period, providing a default result if no override specified.
getConvention() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Gets the convention used to the adjust the date if it does not fall on a business day.
getConvention() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
Gets the underlying Ibor fixing deposit convention.
getConvention() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
Gets the underlying term deposit convention.
getConvention() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
Gets the underlying FRA convention.
getConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
Gets the market convention of the swap.
getConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
Gets the market convention of the swap.
getCounter() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the counter currency of the pair.
getCounterCurrencyAmount() - Method in class com.opengamma.strata.finance.fx.Fx
Gets the amount in the counter currency, positive if receiving, negative if paying.
getCounterCurrencyDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
Gets the discount factors for the counter currency of the index.
getCounterCurrencyPayment() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
Gets the payment in the counter currency, positive if receiving, negative if paying.
getCounterparty() - Method in class com.opengamma.strata.finance.TradeInfo
Gets the counterparty identifier, optional.
getCoupon() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the coupon used to calculate fee payments.
getCoupon() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
Gets the coupon.
getCreditCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Gets the tenor at each curve node.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.FxMatrix
Returns the set of currencies held within this matrix.
getCurrencies() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the set of stored currencies.
getCurrency() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the currency of the index.
getCurrency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the currency of the index.
getCurrency() - Method in interface com.opengamma.strata.basics.index.RateIndex
Gets the currency of the index.
getCurrency() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
Gets the currency of the values.
getCurrency() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
Gets the currency of the reference.
getCurrency() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the currency.
getCurrency() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
Gets the currency.
getCurrency() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
getCurrency() - Method in class com.opengamma.strata.finance.equity.Equity
Gets the currency that the equity is quoted in.
getCurrency() - Method in class com.opengamma.strata.finance.equity.EquityFuture
Gets the currency of the future.
getCurrency() - Method in class com.opengamma.strata.finance.future.GenericFuture
Gets the currency of the future.
getCurrency() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the currency of the future.
getCurrency() - Method in class com.opengamma.strata.finance.fx.FxPayment
Gets the currency of the payment.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Gets the primary currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the primary currency, defaulted to the currency of the index.
getCurrency() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Gets the primary currency, providing a default result if no override specified.
getCurrency() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
Gets the currency that the future is quoted in.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
Gets the currency of the swap leg.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
Gets the payment currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
Gets the currency of the event.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Gets the currency of the swap leg associated with the notional.
getCurrency() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentEvent
Gets the currency of the payment resulting from the event.
getCurrency() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod
Gets the currency of the payment resulting from the period.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Gets the currency of the swap leg.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Gets the primary currency of the payment period.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets the currency of the swap leg.
getCurrency() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg
Gets the currency of the leg.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the leg currency.
getCurrency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the leg currency, optional with defaulting getter.
getCurrency() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
Gets the currency matched by this filter.
getCurrency() - Method in class com.opengamma.strata.market.id.DiscountCurveId
Gets the currency of the discounting curve.
getCurrency() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
Gets the currency.
getCurrency() - Method in interface com.opengamma.strata.market.id.RateCurveId
Returns the currency of the curve.
getCurrency() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
 
getCurrency() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
Gets the currency of the discount factors that are required.
getCurrency() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
Gets the currency of the discount curve that is required.
getCurrency() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
Gets the currency of the discount factors that are required.
getCurrency() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Gets the currency of the point sensitivity.
getCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the currency of the sensitivity.
getCurrency() - Method in interface com.opengamma.strata.market.value.DiscountFactors
Gets the currency.
getCurrency() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
Gets the currency that the discount factors are for.
getCurrency() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
Gets the currency for which the sensitivity is computed.
getCurrencyPair() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the currency pair of the index.
getCurrencyPair() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the currency pair.
getCurrencyPair() - Method in class com.opengamma.strata.basics.market.FxRateId
Gets the currency pair whose rate this identifies.
getCurve() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
Gets the underlying curve.
getCurve() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
Gets the underlying curve.
getCurveConfig() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
Gets the configuration of the curve.
getCurveConvention() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
Gets the underlying convention.
getCurveCurrency() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the currency of the curve for which the sensitivity is computed.
getCurveDate() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
Gets the curve date.
getCurveGroup() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
Gets the curve group.
getCurveGroup() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
Gets the curve group.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
Gets the name of the curve group from which discounting curves should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
Gets the name of the curve group from which the curve should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
Gets the name of the curve group from which discounting curves should be taken.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.DiscountCurveId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.ParRatesId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
Gets the name of the curve group containing the curve.
getCurveGroupName() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
Gets the name of the curve group containing the curve.
getCurveMetadata() - Method in class com.opengamma.strata.market.curve.ParRates
Gets the metadata for the curve.
getCurveName() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
Gets the name of the curve matched by this filter.
getCurveName() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.id.ParRatesId
Gets the name of the curve.
getCurveName() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Gets the curve name.
getCurveName() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Gets the curve name.
getCurveName() - Method in interface com.opengamma.strata.market.value.DiscountFactors
Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
getCurveName() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
getCurveName() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
getCurveName() - Method in interface com.opengamma.strata.market.value.IborIndexRates
Gets the name of the underlying curve.
getCurveName() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Gets the name of the underlying curve.
getCurveName() - Method in interface com.opengamma.strata.market.value.PriceIndexValues
Gets the name of the underlying curve.
getCurveName() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
getCurveName() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
getData() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the cashflow data table.
getData() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the results table.
getDate() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the date of the schedule period boundary at which the change occurs.
getDate() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Gets the date.
getDate() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
Gets the date that the curve node value applies to.
getDate() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
Gets the date of the curve node.
getDate() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the date that was looked up on the curve.
getDayCount() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the day count convention of the index.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the day count convention of the index.
getDayCount() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
Gets the day count convention.
getDayCount() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the day count convention.
getDayCount() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
getDayCount() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
Gets the day count convention.
getDayCount() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the day count convention applicable, defaulted to the day count of the index.
getDayCount() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the day count convention applicable.
getDayCount() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the day count convention applicable, providing a default result if no override specified.
getDayCount() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
Gets the day count, optional.
getDayCount() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets the day count, optional.
getDayCount() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the day count, optional.
getDayCount() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
Gets the day count applicable to the model.
getDayCount() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the day count applicable to the model.
getDays() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the number of days to be added.
getDecimalPlaces() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
Gets the number of decimal places to round to.
getDefinition() - Method in exception com.opengamma.strata.basics.schedule.ScheduleException
Gets the invalid schedule definition.
getDefinition() - Method in class com.opengamma.strata.engine.Column
Gets the definition of the column which specifies the column name and the measures it contains.
getDepositPeriod() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
Gets the period between the start date and the end date.
getDepositPeriod() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
Gets the period between the start date and the end date.
getDiscountCurve(Currency) - Method in class com.opengamma.strata.market.curve.CurveGroup
Returns the discount curve for the currency if there is one in the group.
getDiscountCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
Gets the discount curves in the group, keyed by currency.
getDiscountCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the discount curves, defaulted to an empty map.
getDiscountFactor() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the discount factor.
getDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
Gets the underlying discount factor curve.
getDiscountFactors() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
Gets the underlying discount factor curve.
getDiscounting() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Gets the method to use for discounting.
getDiscounting() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the method to use for discounting, defaulted to 'ISDA' or 'AFMA'.
getDiscounting() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Gets the method to use for discounting, providing a default result if no override specified.
getDiscountingCurrency() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
Gets the currency for which the curve provides discount rates, not present if it is not used for discounting.
getEarliestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the earliest date contained in this time-series.
getEarliestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the value held for the earliest date contained in this time-series.
getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the number of days to add to the fixing date to obtain the effective date.
getEffectiveDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the number of days to add to the fixing date to obtain the effective date.
getEffectiveEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective business day adjustment to apply to the end date.
getEffectiveFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective first regular start date.
getEffectiveLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective last regular end date.
getEffectiveResultCalendar() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Gets the holiday calendar that will be applied to the result.
getEffectiveRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective roll convention defining how to roll dates.
getEffectiveStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the effective business day adjustment to apply to the start date.
getEndDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the end date of the schedule.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the end date, which is the end of the last schedule period.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the end date of the schedule.
getEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the end date of this period, used for financial calculations such as interest accrual.
getEndDate() - Method in class com.opengamma.strata.finance.credit.Cds
Gets the scheduled date on which the credit protection will lapse.
getEndDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the date that the contract expires and protection ends.
getEndDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Gets the end date of the deposit.
getEndDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the end date, which is the termination date of the FRA.
getEndDate() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
Gets the last date in the fixing period.
getEndDate() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
Gets the last date in the fixing period.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
Gets the end date of the leg.
getEndDate() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod
Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Gets the end date of the accrual period.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Gets the end date of the period.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.finance.rate.swap.Swap
Gets the end date of the swap.
getEndDate() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg
Gets the end date of the leg.
getEndDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the end date of the period.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional business day adjustment to apply to the end date.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to the end date, providing a default result if no override specified.
getEndDatePoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Gets the end date at each curve node.
getEndExclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Gets the end date, exclusive.
getEndInclusive() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Gets the end date, inclusive.
getEntries() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
Gets the configuration for building the curves in the group.
getEntry(CurveName) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
Returns the entry for the curve group with the given name if there is a curve with the specified name.
getExpectedType() - Method in class com.opengamma.strata.examples.report.JodaBeanParameterConverter
 
getExpectedType() - Method in class com.opengamma.strata.examples.report.PortfolioParameterConverter
 
getExpirationDate() - Method in class com.opengamma.strata.finance.equity.EquityFuture
Gets the expiration date of the contract.
getExpirationDate() - Method in class com.opengamma.strata.finance.future.GenericFuture
Gets the expiration date, optional.
getExpirationDate() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the expiration date, optional.
getExpirationDate() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets the expiration date of the option.
getExpirationDateTime() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets the expiration date-time.
getExpirationMonth() - Method in class com.opengamma.strata.finance.future.GenericFuture
Gets the expiration month.
getExpirationMonth() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the expiration month.
getExpirationTime() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets the expiration time of the option.
getExpirationZone() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets the time-zone of the expiration time.
getExpiry() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
Gets the year and month of the futures expiry date.
getExpiry() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
Gets the expiry date/time of the option.
getExpiryDate() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
Gets the expiry date of the option.
getExpiryDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the expiration date of the option.
getExpiryDateTime() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
Gets the expiry date-time.
getExpiryDateTime() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
Gets the expiry date-time.
getExpiryTime() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
Gets the expiry time of the option.
getExpiryTime() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
Gets the expiry time of the option.
getExpiryZone() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
Gets the time-zone of the expiry time.
getExpiryZone() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
Gets the time-zone of the expiry time.
getExtrapolatorLeft() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the extrapolator for x-values on the left, defaulted to 'Flat".
getExtrapolatorRight() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the extrapolator for x-values on the right, defaulted to 'Flat".
getFailure() - Method in class com.opengamma.strata.collect.result.Result
Returns the failure instance indicating the reason why the calculation failed.
getFarLeg() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
Gets the foreign exchange transaction at the later date.
getFarLeg() - Method in class com.opengamma.strata.finance.fx.FxSwap
Gets the foreign exchange transaction at the later date.
getFeeLeg() - Method in class com.opengamma.strata.finance.credit.Cds
Gets the fee leg.
getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableId
Gets the field name in the market data record that contains the market data item.
getFieldName() - Method in interface com.opengamma.strata.basics.market.ObservableKey
Gets the field name in the market data record that contains the market data item.
getFieldName() - Method in class com.opengamma.strata.market.id.IndexRateId
Gets the field name in the market data record that contains the market data item, for example market value.
getFieldName() - Method in class com.opengamma.strata.market.id.QuoteId
Gets the field name in the market data record that contains the data.
getFieldName() - Method in class com.opengamma.strata.market.key.IndexRateKey
Gets the field name in the market data record that is required.
getFieldName() - Method in class com.opengamma.strata.market.key.QuoteKey
Gets the field name in the market data record that is required.
getFilter() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Gets the filter that decides whether the perturbations should be applied to a piece of market data.
getFinalStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the final stub if it exists.
getFinalStub() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the rate to be used in final stub, optional.
getFirst() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the first element in this pair.
getFirst() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the first element in this pair.
getFirstPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the first schedule period.
getFirstRegularRate() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the first rate of the first regular reset period, optional.
getFirstRegularStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional start date of the first regular schedule period, which is the end date of the initial stub.
getFixedAmount() - Method in class com.opengamma.strata.finance.credit.SinglePayment
Gets the fixed payment amount.
getFixedDayCount() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
Gets the fixed day count convention.
getFixedLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
Gets the market convention of the fixed leg.
getFixedPaymentFrequency() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
Gets the payment periodic frequency.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Gets the fixed interest rate to be paid.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the fixed rate of interest.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
Gets the fixed rate for the fixing date, optional.
getFixedRate() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Gets the fixed rate to use in the stub.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the fixing calendar of the index.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the calendar that determines which dates are fixing dates.
getFixingCalendar() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the calendar that the index uses.
getFixingCalendar() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the fixing calendar of the index.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
Gets the applicable fixing date.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
Gets the fixing date to use to determine a rate for the reset period.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
Gets the date of the index fixing.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
Gets the date of the FX reset fixing.
getFixingDate() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
Gets the date of the FX reset fixing.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the fixing date to query the rate for
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the underlying future last trading or fixing date.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the fixing date that was looked up on the curve.
getFixingDate() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the fixing date that was looked up on the curve.
getFixingDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the effective date to obtain the fixing date.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the offset of the fixing date from the start date.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Gets the offset of the fixing date from the start date, providing a default result if no override specified.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
Gets the offset of the FX reset fixing date from each adjusted accrual date.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the offset of the fixing date from each adjusted reset date.
getFixingDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
The offset of the fixing date from each adjusted reset date, providing a default result if no override specified.
getFixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
Gets the base date that each FX reset fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the base date that each fixing is made relative to, defaulted to 'PeriodStart'.
getFixingRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the base date that each fixing is made relative to, optional with defaulting getter.
getFixings() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
Gets the list of fixings.
getFlatLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
Gets the market convention of the floating leg that does not have the spread applied.
getFloatingLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
Gets the market convention of the floating leg.
getFloatingRate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
Gets the floating rate of interest.
getFloatingRate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Gets the floating rate of interest.
getFormatter() - Method in class com.opengamma.strata.report.format.FormatSettings
Gets the formatter to use to convert this type into a string.
getForward() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
Gets the underlying swap forward rate.
getForwardCurve(Index) - Method in class com.opengamma.strata.market.curve.CurveGroup
Returns the forward curve for the index if there is one in the group.
getForwardCurves() - Method in class com.opengamma.strata.market.curve.CurveGroup
Gets the forward curves in the group, keyed by currency.
getFraction() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
Gets the fraction of the smallest decimal place to round to.
getFrequency() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the periodic frequency of the schedule period.
getFrequency() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the regular periodic frequency to use.
getFrequency() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the periodic frequency used when building the schedule.
getFunctionArguments() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Gets the constructor arguments from the pricing rules, used when creating the function instance.
getFunctionArguments() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
Gets the arguments used when creating functions.
getFunctionConfig() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Gets configuration of the function that will calculate the value.
getFunctionConfig() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
Gets the functions in the group, keyed by the measure they calculate.
getFunctionGroup() - Method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup
Returns the function group.
getFutureIndex() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
getFutureIndex() - Method in interface com.opengamma.strata.pricer.rate.future.NormalVolatilityIborFutureProvider
Returns the index on which the underlying future is based.
getFuturePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the underlying future price.
getFutureValue() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the future value of the cash flow.
getFxRateProvider() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
Gets the provider of FX rates.
getFxReset() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Gets the FX reset definition, optional.
getFxReset() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Gets the FX reset definition, optional.
getGearing() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
Gets the gearing multiplier, optional.
getGearing() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Gets the gearing multiplier, defaulted to 1.
getGlobalValue(K) - Method in interface com.opengamma.strata.engine.marketdata.CalculationMarketData
Returns a single value that is valid for all scenarios.
getGlobalValue(K) - Method in class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
 
getGlobalValue(MarketDataId<T>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns a single value that is valid for all scenarios.
getHeader() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets the column header.
getHolidayCalendar() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
Gets the applicable holiday calendar.
getHolidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the set of holiday dates.
getIborIndices() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
Gets the IBOR indices for which the curve provides forward rates.
getId() - Method in class com.opengamma.strata.finance.TradeInfo
Gets the primary identifier for the trade, optional.
getIdentifier() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Returns an object used to identify the parameter so it can be referenced when creating scenarios.
getIdentifier() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
Gets the identifier, which is the label.
getIdentifier() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
Gets the identifier, which is the tenor.
getIdentifier() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
Gets the identifier, which is the year-month.
getIdForKey(K) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
 
getIdForKey(K) - Method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMapping
Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
getIdForKey(K) - Method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMappings
Returns a market data ID which uniquely identifies the piece of market data referred to by the key.
getIdForKey(MarketDataKey<Void>) - Method in class com.opengamma.strata.engine.marketdata.mapping.MissingMapping
 
getIdForKey(DiscountCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
 
getIdForKey(RateIndexCurveKey) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
 
getIdForKey(DiscountFactorsKey) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
 
getIdForObservableKey(ObservableKey) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
 
getIdForObservableKey(ObservableKey) - Method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMappings
Gets the market data ID for an item of observable market data given its key.
getIndex() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
Gets the index defining the FX rate to observe on the fixing date.
getIndex() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
Gets the index defining the FX rate to observe on the fixing date.
getIndex() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Gets the Ibor index.
getIndex() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
Gets the underlying IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
Gets the FX index used to obtain the FX reset rate.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
Gets the index of prices.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
Gets the Overnight index.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Gets the IBOR-like index to be used for the stub.
getIndex() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the IBOR-like index.
getIndex() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
Gets the curve index.
getIndex() - Method in class com.opengamma.strata.market.id.IndexRateId
Gets the index.
getIndex() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
Gets the index of the curve.
getIndex() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
Gets the index that is required.
getIndex() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
Gets the index that is required.
getIndex() - Method in class com.opengamma.strata.market.key.IndexRateKey
Gets the index of the market data that is required.
getIndex() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
Gets the index that is required.
getIndex() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
Gets the index that is required.
getIndex() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
Gets the index of the curve that is required.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the index of the FX for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the index on which the underlying future fixes.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the index of the curve for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the index of the curve for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the index of the curve for which the sensitivity is computed.
getIndex() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
Gets the index that the rates are for.
getIndex() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
Gets the index that the values are for.
getIndex() - Method in interface com.opengamma.strata.market.value.FxIndexRates
Gets the FX index.
getIndex() - Method in interface com.opengamma.strata.market.value.IborIndexRates
Gets the Ibor index.
getIndex() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Gets the Overnight index.
getIndex() - Method in interface com.opengamma.strata.market.value.PriceIndexValues
Gets the Price index.
getIndex() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
Gets the Ibor index of the underlying swap.
getIndex() - Method in interface com.opengamma.strata.pricer.provider.NormalVolatilitySwaptionProvider
Returns the index on which the underlying swap is based.
getIndex() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the Ibor index of the underlying future.
getIndex() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
Gets the index on which the underlying swap is based.
getIndexAnnexVersion() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
Gets the CDS index series version identifier.
getIndexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the forward curves, defaulted to an empty map.
getIndexId() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
Gets the CDS index identifier, such as a RED pair code.
getIndexInterpolated() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the second IBOR-like index to be used for linear interpolation, optional.
getIndexInterpolated() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Gets the second IBOR-like index to be used for the stub, linearly interpolated.
getIndexSeries() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
Gets the CDS index series identifier.
getInitialPrice() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
Gets the initial price of the future.
getInitialPrice() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
Gets the initial price of the future, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
Gets the initial price of the future, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
Gets the initial price of the option, represented in decimal form.
getInitialPrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
Gets the initial price of the future, represented in decimal form.
getInitialStub() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the initial stub if it exists.
getInitialStub() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the rate to be used in initial stub, optional.
getInitialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Gets the initial value.
getInterest() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
Gets the accrued interest.
getInterpolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
Gets the interpolator.
getInterpolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
Gets the interpolator used to find points on the curve.
getInterpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the interpolator.
getItems() - Method in class com.opengamma.strata.collect.result.Failure
Gets the set of failure items.
getItems() - Method in class com.opengamma.strata.engine.calculations.Results
Gets the results, with results for each target grouped together, ordered by column.
getKey() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
Gets the key identifying the market data required for the calculation.
getKey() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
Gets a market data key identifying market data required for a calculation.
getLabel() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
Gets the label to use for the node.
getLabel() - Method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Gets the label that describes the parameter.
getLabel() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
Gets the label that describes the node, defaulted to the tenor.
getLabel() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
Gets the label that describes the node, defaulted to the tenor.
getLabel() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
Gets the label that describes the node, defaulted to the year-month.
getLag() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
Gets the positive period between the price index and the accrual date, typically a number of months.
getLastPeriod() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the last schedule period.
getLastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional end date of the last regular schedule period, which is the start date of the final stub.
getLastTradeDate() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
Gets the last date of trading.
getLatestDate() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the latest date contained in this time-series.
getLatestValue() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Get the value held for the latest date contained in this time-series.
getLeftExtrapolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
Gets the left extrapolator.
getLeftExtrapolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
Gets the extrapolator used to find points to the left of the leftmost point on the curve.
getLeg(PayReceive) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
Gets the first pay or receive leg of the swap.
getLeg(PayReceive) - Method in class com.opengamma.strata.finance.rate.swap.Swap
Gets the first pay or receive leg of the swap.
getLegCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the currency of the leg.
getLegPricer() - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Returns the pricer used to price the legs.
getLegs(SwapLegType) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
Gets the legs of the swap.
getLegs(SwapLegType) - Method in class com.opengamma.strata.finance.rate.swap.Swap
Gets the legs of the swap with the specified type.
getLegs() - Method in class com.opengamma.strata.finance.rate.swap.Swap
Gets the legs of the swap.
getLegType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets the type of the leg, such as Fixed or Ibor.
getLocator() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Gets the string form of the locator.
getLongIndex() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
Gets the longer IBOR-like index.
getLongShort() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
Gets whether the option is long or short.
getLongShort() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
Gets whether the option is long or short.
getMap() - Method in class com.opengamma.strata.market.explain.ExplainMap
Gets the map of explanatory values.
getMappings() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
Gets the mappings returned from all calls to AllTargetsMarketDataRule.mappings(CalculationTarget).
getMappings() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
Gets mappings that translate data requests from calculators into requests that can be used to look up the data in the global set of market data.
getMappings() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Gets the market data filters and perturbations that define the scenarios.
getMarketData() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
Gets the market data that was successfully built.
getMarketData() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
Gets the market data that was successfully built.
getMarketDataConfig() - Method in class com.opengamma.strata.engine.CalculationRules
Gets the configuration needed to build non-observable market data, for example curves or surfaces.
getMarketDataEnvironment() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
Returns a market data environment containing the calibrated market data in this data set.
getMarketDataEnvironment() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns a market data environment containing the calibrated market data in this data set.
getMarketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId
Gets the market data feed used when looking up the underlying market quotes for the rate.
getMarketDataFeed() - Method in interface com.opengamma.strata.basics.market.ObservableId
Gets the market data feed from which the market data should be retrieved.
getMarketDataFeed() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
Gets market data feed system that is the source of observable market data, for example Bloomberg or Reuters.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
Gets the market data feed used to source any quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId
Gets the market data feed which provides quotes used to build curves in the group.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId
Gets the market data feed from which the market data should be retrieved.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.ParRatesId
Gets the market data feed providing the market quotes.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId
Gets the market data feed from which the market data should be retrieved.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataFeed() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
Gets the market data feed which provides quotes used to build the curve.
getMarketDataIdType() - Method in interface com.opengamma.strata.engine.marketdata.functions.MarketDataFunction
Returns the type of market data ID this function can handle.
getMarketDataIdType() - Method in class com.opengamma.strata.engine.marketdata.functions.MissingMappingMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.engine.marketdata.NoMatchingRulesMarketDataFunction
 
getMarketDataIdType() - Method in interface com.opengamma.strata.engine.marketdata.scenarios.MarketDataFilter
Returns the type of market data ID handled by this filter.
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.DiscountingCurveMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.ParRatesMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.RateIndexCurveMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.curve.ZeroRateDiscountFactorsMarketDataFunction
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
 
getMarketDataIdType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
 
getMarketDataKeyType() - Method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.engine.marketdata.mapping.MissingMapping
Throws UnsupportedOperationException as this method should never be called.
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
 
getMarketDataKeyType() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
 
getMarketDataMappings() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Gets mappings that specify the market data that should be used in the calculation.
getMarketDataRequirements() - Method in class com.opengamma.strata.engine.calculations.CalculationTasks
Returns IDs for the market data required for all calculations.
getMarketDataRules() - Method in class com.opengamma.strata.engine.CalculationRules
Gets the rules defining what market data should be used in each calculation.
getMarketDataRules() - Method in class com.opengamma.strata.engine.Column
Gets the market data rules that apply to this column in addition to the default rules.
getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateId
 
getMarketDataType() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataId
Returns the type of market data that is being identified.
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.MarketDataKey
Returns the type of market data identified by the key.
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableId
 
getMarketDataType() - Method in interface com.opengamma.strata.basics.market.ObservableKey
 
getMarketDataType() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
 
getMarketDataType() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
 
getMarketDataType() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Gets the type of market data handled by this mapping.
getMarketDataType() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
getMarketDataType() - Method in interface com.opengamma.strata.market.id.CurveId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.ParRatesId
 
getMarketDataType() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
 
getMarketDataType() - Method in interface com.opengamma.strata.market.key.CurveKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
 
getMarketDataType() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
 
getMaturityDateOffset() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the adjustment applied to the effective date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the adjustment applied to the fixing date to obtain the maturity date.
getMaturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the adjustment applied to the effective date to obtain the maturity date.
getMaximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Gets the maximum number of steps for the root finder.
getMeasure(CalculationTarget) - Method in class com.opengamma.strata.engine.Column
Returns the measure displayed in the column for the target.
getMeasure(CalculationTarget) - Method in interface com.opengamma.strata.engine.ColumnDefinition
Returns the measure displayed in the column for the target
getMessage() - Method in class com.opengamma.strata.collect.result.Failure
Gets the error message associated with the failure.
getMessage() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the error message associated with the failure.
getMetadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Gets the curve metadata.
getMetadata() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
getMetadata() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Gets the curve metadata.
getMetadata() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Gets the curve metadata.
getMinorUnitDigits() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the number of digits in the minor unit.
getMmDayCount() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
Gets the day count convention.
getModifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Gets the value used to modify the base value.
getName() - Method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Gets the name that uniquely identifies this calendar.
getName() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the calendar name.
getName() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.basics.index.FxIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the name that uniquely identifies this index.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Gets the FX index name.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the index name, such as 'GBP-LIBOR-3M'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the index name, such as 'GBP-SONIA'.
getName() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the index name, such as 'GB-HICP'.
getName() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the name that uniquely identifies this index.
getName() - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Gets the name that uniquely identifies this convention.
getName() - Method in interface com.opengamma.strata.collect.named.Named
Gets the unique name of the instance.
getName() - Method in class com.opengamma.strata.engine.Column
Returns the column name
getName() - Method in interface com.opengamma.strata.engine.ColumnDefinition
Returns the column name
getName() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
Gets the name of this function group.
getName() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
 
getName() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
 
getName() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
getName() - Method in class com.opengamma.strata.finance.UnitSecurity
Gets the name of the security, defaulted to an empty string.
getName() - Method in interface com.opengamma.strata.market.curve.config.CurveConfig
Returns the curve name.
getName() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
Gets the curve name.
getName() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.CurveGroup
Gets the name of the curve group.
getName() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
Gets the curve name.
getName() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
getName() - Method in class com.opengamma.strata.market.id.CurveGroupId
Gets the name of the curve group.
getNearLeg() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
Gets the foreign exchange transaction at the earlier date.
getNearLeg() - Method in class com.opengamma.strata.finance.fx.FxSwap
Gets the foreign exchange transaction at the earlier date.
getNegativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
Gets the negative rate method, defaulted to 'AllowNegative'.
getNegativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Gets the negative rate method, defaulted to 'AllowNegative'.
getNextCdsDate(LocalDate) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic
Finds the next CDS date after the specified date.
getNextIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic
Finds the next CDS index roll date after the specified date.
getNodes() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
Gets the nodes in the curve.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
Gets the non-deliverable currency.
getNonDeliverableCurrency() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
Gets the non-deliverable currency.
getNonObservables() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
Gets keys identifying the market data values required for the calculations.
getNotional() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the notional amount used to calculate fee payments.
getNotional() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
Gets the notional amount used in the calculation of fixed amounts where an amount is calculated on a formula basis, i.e.
getNotional() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
Gets the notional amount.
getNotional() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
Gets the notional amount, positive if receiving, negative if paying.
getNotional() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Gets the notional amount, positive if receiving, negative if paying.
getNotionalAmount() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
Gets the notional as a CurrencyAmount.
getNotionalAmount() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Gets the notional as a CurrencyAmount.
getNotionalSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Gets the notional schedule.
getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Gets the number of nodes.
getNumberOfPoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
Gets the number of nodes.
getObservables() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
Returns the observable market data in this set of data.
getObservables() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
Gets keys identifying the market data values required for the calculations.
getObservables() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns the observable market data in this set of data.
getObservableValues(Set<? extends ObservableId>) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup
Returns a map of observable market data values for a set of IDs.
getOutputCurrencies() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
Gets the currencies used in the calculation results.
getOutputCurrencies() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
Gets the currencies in the calculation results.
getOvernightIndices() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
Gets the overnight indices for which the curve provides forward rates.
getPair() - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the currency pair.
getPair() - Method in class com.opengamma.strata.basics.market.FxRateKey
Gets the currency pair that is required.
getParameterCount() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getParameterCount() - Method in interface com.opengamma.strata.market.curve.Curve
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
getParameterCount() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Gets the number of parameters in the curve.
getParameterCount() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Gets the number of parameters in the curve.
getParameterCount() - Method in interface com.opengamma.strata.market.value.DiscountFactors
Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
getParameterCount() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
getParameterCount() - Method in interface com.opengamma.strata.market.value.IborIndexRates
Gets the number of parameters defining the curve.
getParameterCount() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Gets the number of parameters defining the curve.
getParameterCount() - Method in interface com.opengamma.strata.market.value.PriceIndexValues
Gets the number of parameters defining the curve.
getParameterCount() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
getParameterCount() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
getParameters() - Method in interface com.opengamma.strata.market.curve.CurveMetadata
Gets metadata about each parameter underlying the curve, optional.
getParameters() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Gets the metadata about the parameters.
getParameters() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the normal volatility surface.
getParRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Gets the par rate at each curve node.
getParRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
Gets the par rate at each curve node.
getPayAccruedOnDefault() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets whether the accrued premium is paid in the event of a default.
getPayAccruedOnDefault() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
getPayLeg() - Method in class com.opengamma.strata.finance.rate.swap.Swap
Gets the first pay leg of the swap.
getPaymentAmount() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
Gets the amount of the notional exchange.
getPaymentBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets the business day date adjustment to be applied to each payment date, default is to apply no adjustment.
getPaymentDate() - Method in class com.opengamma.strata.finance.credit.SinglePayment
Gets the adjusted payment date.
getPaymentDate() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
Returns the date that the transaction settles.
getPaymentDate() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.finance.fx.Fx
Gets the date that the FX settles.
getPaymentDate() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
Gets the date that the forward settles.
getPaymentDate() - Method in class com.opengamma.strata.finance.fx.FxPayment
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
Gets the date that the payment is made.
getPaymentDate() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentEvent
Gets the date that the payment is made.
getPaymentDate() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod
Gets the date that the payment is made.
getPaymentDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Gets the date that payment occurs.
getPaymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the payment date.
getPaymentDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the offset of the payment date from the start date, optional.
getPaymentDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Gets the offset of the payment date from the start date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
Gets the offset of payment from the base calculation period date.
getPaymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the offset of payment from the base date, providing a default result if no override specified.
getPaymentEvents() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
Gets the payment events that are associated with the swap leg.
getPaymentEvents() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets the additional payment events that are associated with the swap leg.
getPaymentFrequency() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
Gets the periodic frequency defining when payments are made.
getPaymentFrequency() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the payment frequency.
getPaymentFrequency() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
getPaymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
Gets the periodic frequency of payments.
getPaymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the periodic frequency of payments, providing a default result if no override specified.
getPaymentInterval() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the nominal period between premium payments, such as 3 months or 6 months.
getPaymentPeriods() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
Gets the payment periods that combine to form the swap leg.
getPaymentPeriods() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets the payment periods that combine to form the swap leg.
getPaymentRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
Gets the base date that each payment is made relative to, defaulted to 'PeriodEnd'.
getPaymentSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Gets the payment schedule.
getPayReceive() - Method in class com.opengamma.strata.finance.fx.FxPayment
Gets a flag indicating whether the value is to be paid or received.
getPayReceive() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg
Gets whether the leg is pay or receive.
getPayReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Gets whether the leg is pay or receive.
getPeriod() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Gets the period to be added.
getPeriod() - Method in class com.opengamma.strata.basics.date.Tenor
Gets the underlying period of the tenor.
getPeriod() - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the underlying period of the frequency.
getPeriod(int) - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets a schedule period by index.
getPeriodEndDate(LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the end date of the schedule period.
getPeriodEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.Schedule
Finds the period end date given a date in the period.
getPeriodicPayments() - Method in class com.opengamma.strata.finance.credit.FeeLeg
Gets the periodic schedule of payments.
getPeriodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the index of the schedule period boundary at which the change occurs.
getPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the schedule periods.
getPeriodToEnd() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
Gets the period between the spot value date and the end date.
getPeriodToStart() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
Gets the period between the spot value date and the start date.
getPeriodToStart() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
Gets the period between the spot value date and the start date.
getPerturbationCount() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Returns the number of perturbations in this mapping.
getPerturbations() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Gets perturbations that should be applied to market data over multiple calculation cycles as part of a scenario.
getPremium() - Method in class com.opengamma.strata.finance.equity.EquityTrade
Gets the premium paid for the trade.
getPremium() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
Gets the premium of the swaption.
getPremiumStyle() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets the style of the option premium.
getPresentValue() - Method in class com.opengamma.strata.market.amount.CashFlow
Gets the present value of the cash flow.
getPrevCdsDate(LocalDate) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic
Finds the previous CDS date after the specified date.
getPriceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the price index values, defaulted to an empty map.
getPricingRules() - Method in class com.opengamma.strata.engine.CalculationRules
Gets the rules defining how calculations should be performed.
getPricingRules() - Method in class com.opengamma.strata.engine.Column
Gets the pricing rules that apply to this column in addition to the default rules.
getProduct() - Method in class com.opengamma.strata.finance.credit.CdsTrade
Gets the credit default swap that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
Gets the FX swap product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.fx.FxTrade
Gets the product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
Gets the FX option product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.finance.ProductTrade
Gets the underlying product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
Gets the Ibor fixing deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
Gets the term deposit product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
Gets the FRA product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
Gets the swap product that was agreed when the trade occurred.
getProduct() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
Gets the swaption product that was agreed when the trade occurred.
getProduct() - Method in interface com.opengamma.strata.finance.Security
Gets the product underlying the security.
getProduct() - Method in interface com.opengamma.strata.finance.SecurityTrade
Gets the underlying product that was agreed when the trade occurred, throwing an exception if not resolved.
getProduct() - Method in class com.opengamma.strata.finance.UnitSecurity
Gets the product that was agreed when the trade occurred.
getProductId() - Method in class com.opengamma.strata.finance.future.GenericFuture
Gets the base product identifier.
getProductId() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the base product identifier.
getProductPricer() - Method in class com.opengamma.strata.pricer.rate.future.AbstractIborFutureTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer
 
getProductPricer() - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer
Returns the pricer used to price the product underlying the trade.
getProductPricer() - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer
 
getProductType() - Method in class com.opengamma.strata.finance.SecurityLink
Gets the product type.
getProperties() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Gets all the key-value properties of this file.
getPublicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the number of days to add to the fixing date to obtain the publication date.
getPublicationDateOffset() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the number of days to add to the fixing date to obtain the publication date.
getPublicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the publication frequency of the index.
getPublicationFrequency() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the frequency that the index is published.
getPutCall() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
Gets whether the option is put or call.
getPutCall() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets whether the option is put or call.
getQuantity() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
Gets the quantity, indicating the number of future contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.finance.equity.EquityTrade
Gets the quantity of the equity that has been traded.
getQuantity() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
Gets the quantity, indicating the number of contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
Gets the quantity, indicating the number of contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
Gets the quantity, indicating the number of option contracts in the trade.
getQuantity() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
Gets the quantity, indicating the number of future contracts in the trade.
getRange() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the range of dates that may be queried.
getRate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
Gets the fixed rate of interest.
getRate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Gets the fixed interest rate to be paid.
getRate() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
Gets the fixed rate to be paid.
getRate() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
Gets the interest rate to be paid.
getRateCutOffDays() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
Gets the number of business days before the end of the period that the rate is cut off.
getRateCutOffDays() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
Gets the number of business days before the end of the period that the rate is cut off, defaulted to zero.
getRateDigits() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the number of digits in the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
Gets the key identifying the market data value which provides the rate.
getRateKey() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
Gets the key identifying the market data value which provides the rate.
getRateObservation() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Gets the rate to be observed.
getRates() - Method in class com.opengamma.strata.market.curve.ParRates
Gets the par rates, keyed by ID.
getReason() - Method in class com.opengamma.strata.collect.result.Failure
Gets the reason associated with the failure.
getReason() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets the reason associated with the failure.
getReceiveLeg() - Method in class com.opengamma.strata.finance.rate.swap.Swap
Gets the first receive leg of the swap.
getRecoveryRate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Gets the recovery rate.
getReferenceCounterCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the currency counter to the reference currency.
getReferenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
Gets the currency of the notional amount defined in the contract.
getReferenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the reference currency.
getReferenceEndInterpolationMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
Gets the reference month used for interpolation for the index relative to the accrual end date.
getReferenceEndMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
Gets the reference month for the index relative to the accrual end date.
getReferenceEndMonth() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
Gets the reference month for the index relative to the accrual end date.
getReferenceEntityId() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
Gets the CDS single-name identifier, such as a RED entity code.
getReferenceInformation() - Method in class com.opengamma.strata.finance.credit.Cds
Gets the reference against which protection applies.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
Gets the information that identifies the index.
getReferenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
Gets the information that identifies the single-name.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
Gets the information that identifies the index.
getReferenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
Gets the information that identifies the single-name.
getReferenceMonth() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the reference month for the index.
getReferenceStartInterpolationMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
Gets the reference month used for interpolation for the index relative to the accrual start date.
getReferenceStartMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
Gets the reference month for the index relative to the accrual start date.
getReferenceStartMonth() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
Gets the reference month for the index relative to the accrual start date.
getRegion() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Gets the region of the index.
getRegion() - Method in interface com.opengamma.strata.basics.index.PriceIndex
Gets the region that the index is defined for.
getRegularPeriods() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the regular schedule periods.
getRelativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Gets the relative tolerance for the root finder.
getReportingRules() - Method in class com.opengamma.strata.engine.CalculationRules
Gets the rules defining how calculation results should be reported.
getReportingRules() - Method in class com.opengamma.strata.engine.Column
Gets the reporting rules that apply to this column in addition to the default rules.
getReportingRules() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Gets the rules for reporting the calculated values.
getReportType() - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
getReportType() - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
Gets the type of report handled by this loader.
getReportType() - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
getResetFrequency() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
Gets the periodic frequency of reset dates.
getResetPeriods() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the reset schedule, used when averaging rates, optional.
getResource(String, String) - Method in class com.opengamma.strata.examples.marketdata.DirectoryMarketDataBuilder
 
getResource(String, String) - Method in class com.opengamma.strata.examples.marketdata.JarMarketDataBuilder
 
getResource(String, String) - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder
Gets a specific resource from a given subdirectory.
getRestructuringClause() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
Gets the applicable restructuring.
getResult() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
Gets the result of the calculation.
getResults() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
Gets the individual results.
getRightExtrapolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
Gets the right extrapolator.
getRightExtrapolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
Gets the extrapolator used to find points to the right of the rightmost point on the curve.
getRollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional convention defining how to roll dates.
getRollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the roll convention used when building the schedule.
getRollConvention() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
Gets the roll convention
getRollConvention() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the roll convention.
getRollConvention() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
getRollConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRollConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the convention defining how to roll dates, providing a default result if no override specified.
getRounding() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
Gets the definition of how to round the futures price, defaulted to no rounding.
getRounding() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets the definition of how to round the option price, defaulted to no rounding.
getRowCount() - Method in class com.opengamma.strata.engine.calculations.Results
Gets the number of rows in the results.
getRowCount() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
getRowCount() - Method in interface com.opengamma.strata.report.Report
Gets the number of rows in the report table.
getRowCount() - Method in class com.opengamma.strata.report.trade.TradeReport
 
getRowIndex() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
Gets the row index of the value in the results grid.
getRowIndex() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Gets the row index of the value in the results grid.
getRules() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
Gets the individual rules making up this set of market data rules.
getRules() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
Gets the individual rules that make up this set of pricing rules.
getRunInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the instant at which the report was run.
getRunInstant() - Method in interface com.opengamma.strata.report.Report
Gets the instant at which the report was run, which may be independent of the valuation date.
getRunInstant() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the instant at which the report was run.
getScalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Gets the scaling factor.
getScenarioCount() - Method in interface com.opengamma.strata.engine.marketdata.CalculationMarketData
Returns the number of scenarios.
getScenarioCount() - Method in class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
 
getScenarioCount() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Gets the number of scenarios.
getScenarioCount() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Returns the number of scenarios.
getScenarioNames() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Gets the names of the scenarios.
getScheme() - Method in class com.opengamma.strata.collect.id.StandardId
Gets the scheme that categorizes the identifier value.
getSeasonality() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
Gets describes the seasonal adjustments.
getSecond() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the second element in this pair.
getSecond() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the second element in this pair.
getSection(String) - Method in class com.opengamma.strata.collect.io.IniFile
Gets a single section of this INI file.
getSecurity() - Method in interface com.opengamma.strata.finance.SecurityTrade
Gets the security that was traded, throwing an exception if not resolved.
getSecurityLink() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
Gets the link to the future that was traded.
getSecurityLink() - Method in class com.opengamma.strata.finance.equity.EquityTrade
Gets the link to the equity that was traded.
getSecurityLink() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
Gets the link to the future that was traded.
getSecurityLink() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
Gets the link to the future that was traded.
getSecurityLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
Gets the link to the option that was traded.
getSecurityLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
Gets the link to the future that was traded.
getSecurityLink() - Method in interface com.opengamma.strata.finance.SecurityTrade
Gets the link to the security that was traded.
getSeniority() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
Gets the seniority.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Gets the parameter sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Gets the immutable list of point sensitivities.
getSensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Gets the point sensitivities.
getSensitivity(CurveName, Currency) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Gets sensitivity values by name and currency.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Gets the parameter sensitivity values.
getSensitivity(CurveName) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Gets sensitivity values by name.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Gets the parameter sensitivity values.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Gets the point sensitivity value.
getSensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Gets the value of the sensitivity.
getSensitivity() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
Gets the value of the sensitivity.
getSettings(Class<?>, FormatSettings) - Method in class com.opengamma.strata.report.format.FormatSettingsProvider
Obtains the format settings for a given type.
getSettleLag() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the settlement lag in days.
getSettleLag() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
getSettlementCurrency() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
Gets the settlement currency.
getSettlementCurrency() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
Gets the settlement currency.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementCurrencyNotional() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
Gets the notional amount in the settlement currency, positive if receiving, negative if paying.
getSettlementDate() - Method in class com.opengamma.strata.finance.equity.EquityFuture
Gets the settlement date of the contract.
getSettlementDate() - Method in class com.opengamma.strata.finance.TradeInfo
Gets the settlement date, optional.
getSettlementNotional() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
Gets the settlement notional.
getShiftAmount() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
Gets the amount by which Y values are shifted.
getShiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Gets the amount by which Y values are shifted.
getShifts() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
Gets the shift to apply to the rates.
getShiftType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
Gets the type of shift to apply to the Y values of the curve.
getShiftType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
Gets the type of shift applied to the curve rates.
getShiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Gets the type of shift to apply to the Y values of the curve.
getShortIndex() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
Gets the shorter IBOR-like index.
getSingleValueFailures() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
Gets details of failures when building single market data values.
getSingleValueFailures() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
Gets details of failures when building single market data values.
getSingleValueRequirements() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
Gets keys identifying the market data values required for the calculations.
getSingleValues() - Method in class com.opengamma.strata.engine.marketdata.Observables
Gets single observable values, keyed by ID.
getSpotDateAsOf(LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
Apply the spot days settlement lag and adjust using the conventions
getSpotDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
Gets the offset of the spot value date from the trade date.
getSpotDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
Gets the offset of the spot value date from the trade date, providing a default result if no override specified.
getSpotDays() - Method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
Gets the spot day settlement lag.
getSpread() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Gets the spread rate, with a 5% rate expressed as 0.05, optional.
getSpread() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
Gets the spread rate, optional.
getSpread() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Gets the spread rate, defaulted to 0.
getSpread() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
Gets the spread added to the rate.
getSpread() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
Gets the spread added to the rate.
getSpread() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
Gets the spread added to the rate.
getSpread() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
Gets the spread added to the rate.
getSpreadLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
Gets the market convention of the floating leg that has the spread applied.
getStackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem
Gets stack trace where the failure occurred.
getStandardId() - Method in interface com.opengamma.strata.basics.index.Index
Returns the standard identifier of the index.
getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableId
Gets the standard identifier identifying the data.
getStandardId() - Method in interface com.opengamma.strata.basics.market.ObservableKey
Gets the standard identifier identifying the data.
getStandardId() - Method in interface com.opengamma.strata.collect.id.Link
Gets the identifier of the target.
getStandardId() - Method in class com.opengamma.strata.collect.id.StandardId
Gets the standard identifier, which simply returns this.
getStandardId() - Method in interface com.opengamma.strata.collect.id.StandardIdentifiable
Gets the standard identifier for the instance.
getStandardId() - Method in class com.opengamma.strata.collect.id.StandardLink
 
getStandardId() - Method in interface com.opengamma.strata.finance.Security
The primary standard identifier for the security.
getStandardId() - Method in class com.opengamma.strata.finance.SecurityLink
Gets the identifier of the security.
getStandardId() - Method in class com.opengamma.strata.finance.UnitSecurity
Gets the primary standard identifier for the security.
getStandardId() - Method in class com.opengamma.strata.market.id.IndexRateId
 
getStandardId() - Method in class com.opengamma.strata.market.id.QuoteId
Gets the ID of the data, typically an ID from an external data provider.
getStandardId() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
getStandardId() - Method in class com.opengamma.strata.market.key.QuoteKey
Gets the ID of the market data that is required, typically an ID from an external data provider.
getStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Gets the start date, inclusive.
getStartDate() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Gets the start date of the schedule.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the start date, which is the start of the first schedule period.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the start date of the schedule.
getStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the start date of this period, used for financial calculations such as interest accrual.
getStartDate() - Method in class com.opengamma.strata.finance.credit.Cds
Gets the first date of the term of the trade.
getStartDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the date that the CDS nominally starts in terms of premium payments.
getStartDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Gets the start date of the deposit.
getStartDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Gets the start date, which is the effective date of the FRA.
getStartDate() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
Gets the first date in the fixing period.
getStartDate() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
Gets the first date in the fixing period.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
Gets the start date of the leg.
getStartDate() - Method in interface com.opengamma.strata.finance.rate.swap.PaymentPeriod
Gets the start date of the period.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Gets the start date of the accrual period.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Gets the start date of the period.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets the start date of the leg.
getStartDate() - Method in class com.opengamma.strata.finance.rate.swap.Swap
Gets the start date of the swap.
getStartDate() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg
Gets the start date of the leg.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional business day adjustment to apply to the start date.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStartDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the business day adjustment to apply to the start date, providing a default result if no override specified.
getStepIn() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the number of step-in days.
getStepIn() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
getSteps() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Gets the steps defining the change in the value.
getStrike() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
Gets the swaption strike rate.
getStrikePrice() - Method in class com.opengamma.strata.finance.equity.EquityFuture
Gets the strike price.
getStrikePrice() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets the strike price, represented in decimal form.
getStrikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Gets the option strike price.
getStubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Gets the optional convention defining how to handle stubs.
getStubConvention() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the stub convention to use.
getStubConvention() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
Gets the stub convention to use.
getStubConvention() - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the stub convention.
getStubConvention() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
getStubConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getStubConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Gets the convention defining how to handle stubs, providing a default result if no override specified.
getSurface() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
Gets the normal volatility surface.
getTarget() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
Gets the target of the calculation, often a trade.
getTarget() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Gets the target for which the value will be calculated.
getTargetType() - Method in interface com.opengamma.strata.collect.id.Link
Gets the target type.
getTargetType() - Method in class com.opengamma.strata.collect.id.StandardLink
 
getTargetType() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
Gets the type of the calculation target handled by the functions in the group.
getTargetType() - Method in class com.opengamma.strata.finance.SecurityLink
 
getTargetType() - Method in class com.opengamma.strata.report.result.BeanTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.result.CurrencyAmountTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivityTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.result.IterableTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.result.MapTokenEvaluator
 
getTargetType() - Method in class com.opengamma.strata.report.result.TokenEvaluator
Gets the type against which tokens can be evaluated in this implementation.
getTargetType() - Method in class com.opengamma.strata.report.result.TradeTokenEvaluator
 
getTargetTypeToken() - Method in interface com.opengamma.strata.collect.id.Link
Gets the target type token.
getTargetTypeToken() - Method in class com.opengamma.strata.finance.SecurityLink
 
getTaskConfigurations() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
Gets configuration for each of tasks that perform the individual calculations.
getTasks() - Method in class com.opengamma.strata.engine.calculations.CalculationTasks
Returns the objects that perform the individual calculations.
getTemplate() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
Gets the template for the swap associated with the node.
getTemplate() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
Gets the template for the FRA associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
Gets the template for the Ibor fixing deposit associated with this node.
getTemplate() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
Gets the template for the term deposit associated with this node.
getTenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Gets the tenor to be added.
getTenor() - Method in interface com.opengamma.strata.basics.index.IborIndex
Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Gets the tenor of the index, which is always one day.
getTenor() - Method in interface com.opengamma.strata.basics.index.OvernightIndex
Gets the tenor of the index.
getTenor() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
Gets the tenor of the swap.
getTenor() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
Gets the tenor of the curve node.
getTenor() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
Gets the tenor of the instrument behind the curve node.
getTenor() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
Gets the underlying swap tenor.
getThird() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the third element in this pair.
getTickSize() - Method in class com.opengamma.strata.finance.future.GenericFuture
Gets the size of each tick.
getTickSize() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the size of each tick.
getTickValue() - Method in class com.opengamma.strata.finance.future.GenericFuture
Gets the monetary value of one tick.
getTickValue() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the monetary value of one tick.
getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.engine.calculations.DefaultSingleCalculationMarketData
 
getTimeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
 
getTimeSeries() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
Gets the time series of market data values, keyed by ID.
getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.engine.marketdata.CalculationMarketData
Returns a time series of market data values.
getTimeSeries(ObservableKey) - Method in class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
 
getTimeSeries(ObservableId) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup
Returns a time series of market data values.
getTimeSeries() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
Gets keys identifying the time series of market data values required for the calculations.
getTimeSeries(I) - Method in class com.opengamma.strata.engine.marketdata.Observables
Returns a time series of data with the given ID.
getTimeSeries() - Method in class com.opengamma.strata.engine.marketdata.Observables
Gets time series of observable values, keyed by ID.
getTimeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns a time series of market data values.
getTimeSeries(ObservableKey) - Method in interface com.opengamma.strata.engine.marketdata.SingleCalculationMarketData
Returns the time series identified by the specified key.
getTimeSeries() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
Gets the time-series, defaulted to an empty time-series.
getTimeSeries() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
Gets the time-series.
getTimeSeries() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
Gets the time-series.
getTimeSeries() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
Gets the monthly time-series.
getTimeSeries() - Method in interface com.opengamma.strata.market.value.FxIndexRates
Gets the time-series of fixings for the index.
getTimeSeries() - Method in interface com.opengamma.strata.market.value.IborIndexRates
Gets the time-series of fixings for the index.
getTimeSeries() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Gets the time-series of fixings for the index.
getTimeSeries() - Method in interface com.opengamma.strata.market.value.PriceIndexValues
Gets the time-series of fixings for the index.
getTimeSeriesFailures() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
Gets details of failures when building time series of market data values.
getTimeSeriesFailures() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
Gets details of failures when building time series of market data values.
getTimeSeriesRequirements() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
Gets keys identifying the time series of market data values required for the calculations.
getTotalWeight() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
Gets total weight of all the fixings in this observation.
getTradeDate() - Method in class com.opengamma.strata.finance.TradeInfo
Gets the trade date, optional.
getTradeInfo() - Method in class com.opengamma.strata.finance.credit.CdsTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.equity.EquityTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.fx.FxTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
Gets the additional trade information, defaulted to an empty instance.
getTradeInfo() - Method in interface com.opengamma.strata.finance.Trade
The additional trade information.
getTradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements
Gets the trade-level measure requirements
getTrades() - Method in class com.opengamma.strata.examples.report.TradePortfolio
Gets the trades.
getTrades() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the trades on which the results are calculated.
getTradeTime() - Method in class com.opengamma.strata.finance.TradeInfo
Gets the trade time, optional.
getTriangulationCurrency() - Method in class com.opengamma.strata.basics.currency.Currency
Gets the preferred triangulation currency.
getType() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
Gets the type of adjustment to make.
getType() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
Gets the type of the reference.
getType() - Method in interface com.opengamma.strata.finance.credit.ReferenceInformation
Gets the type of the underlying.
getType() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
Gets the type of the reference.
getType() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
 
getType() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
 
getType() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
 
getType() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
 
getType() - Method in interface com.opengamma.strata.finance.rate.swap.RateCalculation
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
 
getType() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getType() - Method in interface com.opengamma.strata.finance.rate.swap.SwapLeg
Gets the type of the leg, such as Fixed or Ibor.
getUnadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Gets the unadjusted date.
getUnadjustedAccrualStartDate(LocalDate) - Static method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the previous CDS date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the unadjusted end date.
getUnadjustedEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Gets the unadjusted end date.
getUnadjustedMaturityDate(LocalDate, Frequency, Period) - Static method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the unadjusted maturity date.
getUnadjustedMaturityDateFromValuationDate(LocalDate, Period) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Used in curve point calculation.
getUnadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Gets the unadjusted start date.
getUnadjustedStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Gets the unadjusted start date.
getUnadjustedStepInDate(LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Gets the unadjusted step-in date.
getUnderlying() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the underlying future that was traded, throwing an exception if not resolved.
getUnderlying() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
Gets the underlying foreign exchange transaction.
getUnderlying() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets the underlying Ibor future that was traded, throwing an exception if not resolved.
getUnderlying() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
Gets the underlying swap.
getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Deprecated.
this method should not be used in application code
getUnderlyingCurve() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Deprecated.
this method should not be used in application code
getUnderlyingLink() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the link to the underlying future.
getUnderlyingLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets the link to the underlying future.
getUnderlyingQuantity() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the quantity of the underlying future that the option refers to, defaulted to 1.
getUnderlyingSecurity() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Gets the underlying future security that was traded, throwing an exception if not resolved.
getUnderlyingSecurity() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Gets the underlying Ibor future security that was traded, throwing an exception if not resolved.
getUnitAmount() - Method in class com.opengamma.strata.finance.equity.EquityFuture
Gets the unit amount.
getUnits() - Method in class com.opengamma.strata.basics.date.Tenor
Gets the units supported by a tenor.
getUnits() - Method in class com.opengamma.strata.basics.schedule.Frequency
Gets the unit of this periodic frequency.
getUpfrontFee() - Method in class com.opengamma.strata.finance.credit.FeeLeg
Gets the upfront fee.
getUpfrontFeeAmount() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the upfront fee amount, optional.
getUpfrontFeePaymentDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets the upfront fee date, optional.
getValuationDate() - Method in class com.opengamma.strata.engine.calculations.DefaultSingleCalculationMarketData
 
getValuationDate() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
Gets the valuation date associated with the data.
getValuationDate() - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup
Returns the valuation date of the market data.
getValuationDate() - Method in interface com.opengamma.strata.engine.marketdata.SingleCalculationMarketData
Gets the valuation date of the market data.
getValuationDate() - Method in class com.opengamma.strata.function.MarketDataRatesProvider
 
getValuationDate() - Method in interface com.opengamma.strata.market.value.DiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
 
getValuationDate() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
getValuationDate() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
getValuationDate() - Method in interface com.opengamma.strata.market.value.FxIndexRates
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.market.value.IborIndexRates
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.BaseProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.pricer.provider.NormalVolatilitySwaptionProvider
Returns the valuation date.
getValuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Gets the valuation date.
getValuationDate() - Method in interface com.opengamma.strata.report.Report
Gets the valuation date of the results driving the report.
getValuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults
Gets the valuation date.
getValuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport
Gets the valuation date.
getValuationDates() - Method in interface com.opengamma.strata.engine.marketdata.CalculationMarketData
Returns the valuation dates of the scenarios, one for each scenario.
getValuationDates() - Method in class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
 
getValuationDates() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Gets the valuation dates of the scenarios, one for each scenario.
getValuationDateTime() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets the valuation date-time.
getValuationDateTime() - Method in interface com.opengamma.strata.pricer.rate.future.NormalVolatilityIborFutureProvider
Gets the valuation date-time.
getValuationMonth() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
Gets the valuation month.
getValuationMonth() - Method in interface com.opengamma.strata.market.value.PriceIndexValues
Gets the valuation month.
getValuationTime() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
Gets the valuation time.
getValuationZone() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
Gets the valuation zone.
getValue() - Method in class com.opengamma.strata.basics.value.ValueStep
Gets the value representing the change that occurs.
getValue() - Method in class com.opengamma.strata.collect.id.StandardId
Gets the value of the identifier within the scheme.
getValue(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Gets a single value from this property set.
getValue() - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, throwing an exception if a failure occurred.
getValue() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Gets the value.
getValue(K) - Method in class com.opengamma.strata.engine.calculations.DefaultSingleCalculationMarketData
 
getValue(MarketDataId<T>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
 
getValue(MarketDataId<T>) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup
Returns a market data value.
getValue(K) - Method in interface com.opengamma.strata.engine.marketdata.SingleCalculationMarketData
Returns the market data value identified by the specified key.
getValue() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
Gets the value of the curve at the node.
getValue() - Method in class com.opengamma.strata.finance.fx.FxPayment
Gets the value of the payment.
getValue() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets the reference to a value to display in this column.
getValueList(String) - Method in class com.opengamma.strata.collect.io.PropertySet
Gets the list of values associated with the specified key.
getValueOrElse(T) - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, or the specified default value if a failure occurred.
getValueOrElseApply(Function<Failure, T>) - Method in class com.opengamma.strata.collect.result.Result
Returns the actual result value if calculated successfully, else the specified function is applied to the Failure that occurred.
getValues() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
Gets the currency values.
getValues() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
Gets the currency values.
getValues() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
Gets the individual items of market data, keyed by ID.
getValues(MarketDataKey<T>) - Method in interface com.opengamma.strata.engine.marketdata.CalculationMarketData
Returns a list of market data values, one from each scenario.
getValues(MarketDataKey<T>) - Method in class com.opengamma.strata.engine.marketdata.DefaultCalculationMarketData
 
getValues() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
Gets the market data values, keyed by ID.
getValues(Set<? extends MarketDataId<?>>) - Method in interface com.opengamma.strata.engine.marketdata.MarketDataLookup
Returns a map of market data values for a set of IDs.
getValues(MarketDataId<T>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns a list of market data values, one from each scenario.
getVolatility(ZonedDateTime, double, double, double) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
getVolatility(ZonedDateTime, double, double, double) - Method in interface com.opengamma.strata.pricer.provider.NormalVolatilitySwaptionProvider
Returns the normal volatility.
getVolatility(LocalDate, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
getVolatility(LocalDate, LocalDate, double, double) - Method in interface com.opengamma.strata.pricer.rate.future.NormalVolatilityIborFutureProvider
Returns the normal volatility.
getWeekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Gets the set of weekend days.
getWeight() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
Gets the weight to apply to this fixing.
getWeight() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
Gets the positive weight used when interpolating.
getXValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getXValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the array of x-values, one for each point.
getXValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
Gets the known x-values of the curve.
getYearFraction() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Gets the year fraction between the start and end date.
getYearFraction() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Gets the year fraction that the accrual period represents.
getYearMonth() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
Gets the year-month of the instrument behind the curve node.
getYieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
Gets the instrument type at each curve node.
getYieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
Gets the tenor at each curve node.
getYValues() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
getYValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Gets the array of y-values, one for each point.
getYValues() - Method in interface com.opengamma.strata.market.curve.NodalCurve
Gets the known y-values of the curve.
getZone() - Method in class com.opengamma.strata.finance.TradeInfo
Gets the trade time-zone, optional.
globalValues() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
The meta-property for the globalValues property.
GR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'GR' - Greece.
Guavate - Class in com.opengamma.strata.collect
Utilities that help bridge the gap between Java 8 and Google Guava.

H

HalfUpRounding - Class in com.opengamma.strata.basics.value
Standard implementation of Rounding that uses the half-up convention.
HalfUpRounding.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for HalfUpRounding.
hashCode() - Method in class com.opengamma.strata.basics.currency.Currency
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns a suitable hash code for the currency.
hashCode() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
hashCode() - Method in class com.opengamma.strata.basics.currency.FxRate
 
hashCode() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
hashCode() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
hashCode() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
hashCode() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.date.Tenor
Returns a suitable hash code for the tenor.
hashCode() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
hashCode() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
hashCode() - Method in class com.opengamma.strata.basics.location.Country
Returns a suitable hash code for the country.
hashCode() - Method in class com.opengamma.strata.basics.market.FxRateId
 
hashCode() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
hashCode() - Method in class com.opengamma.strata.basics.schedule.Frequency
Returns a suitable hash code for the periodic frequency.
hashCode() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
hashCode() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
hashCode() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
hashCode() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
hashCode() - Method in class com.opengamma.strata.basics.value.ValueStep
 
hashCode() - Method in class com.opengamma.strata.collect.id.StandardId
Returns a suitable hash code, based on the scheme and value.
hashCode() - Method in class com.opengamma.strata.collect.id.StandardLink
 
hashCode() - Method in class com.opengamma.strata.collect.io.IniFile
Returns a suitable hash code for the INI file.
hashCode() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Returns a suitable hash code for the file.
hashCode() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns a suitable hash code for the property set.
hashCode() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Returns a suitable hash code for the locator.
hashCode() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.collect.result.Failure
 
hashCode() - Method in class com.opengamma.strata.collect.result.FailureItem
 
hashCode() - Method in class com.opengamma.strata.collect.result.Result
 
hashCode() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
A hash code for this point.
hashCode() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.Pair
 
hashCode() - Method in class com.opengamma.strata.collect.tuple.Triple
 
hashCode() - Method in class com.opengamma.strata.collect.type.TypedString
Returns a suitable hash code.
hashCode() - Method in class com.opengamma.strata.engine.CalculationRules
 
hashCode() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
 
hashCode() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
 
hashCode() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
 
hashCode() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
 
hashCode() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
 
hashCode() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
 
hashCode() - Method in class com.opengamma.strata.engine.calculations.Results
 
hashCode() - Method in class com.opengamma.strata.engine.Column
 
hashCode() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
 
hashCode() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
 
hashCode() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
 
hashCode() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
 
hashCode() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
 
hashCode() - Method in class com.opengamma.strata.engine.config.FunctionConfig
 
hashCode() - Method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup
 
hashCode() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
 
hashCode() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
 
hashCode() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.Observables
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
 
hashCode() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
 
hashCode() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
 
hashCode() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
 
hashCode() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
 
hashCode() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
 
hashCode() - Method in class com.opengamma.strata.examples.report.TradePortfolio
 
hashCode() - Method in class com.opengamma.strata.finance.credit.Cds
 
hashCode() - Method in class com.opengamma.strata.finance.credit.CdsTrade
 
hashCode() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
 
hashCode() - Method in class com.opengamma.strata.finance.credit.FeeLeg
 
hashCode() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
 
hashCode() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
 
hashCode() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
 
hashCode() - Method in class com.opengamma.strata.finance.credit.SinglePayment
 
hashCode() - Method in class com.opengamma.strata.finance.equity.Equity
 
hashCode() - Method in class com.opengamma.strata.finance.equity.EquityFuture
 
hashCode() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
 
hashCode() - Method in class com.opengamma.strata.finance.equity.EquityTrade
 
hashCode() - Method in class com.opengamma.strata.finance.future.GenericFuture
 
hashCode() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
 
hashCode() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
 
hashCode() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
 
hashCode() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
 
hashCode() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
 
hashCode() - Method in class com.opengamma.strata.finance.fx.Fx
 
hashCode() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
 
hashCode() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
 
hashCode() - Method in class com.opengamma.strata.finance.fx.FxPayment
 
hashCode() - Method in class com.opengamma.strata.finance.fx.FxSwap
 
hashCode() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
 
hashCode() - Method in class com.opengamma.strata.finance.fx.FxTrade
 
hashCode() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
 
hashCode() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
 
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
 
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
 
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
 
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
 
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
 
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
 
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
 
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
 
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
 
hashCode() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
 
hashCode() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
 
hashCode() - Method in class com.opengamma.strata.finance.rate.fra.Fra
 
hashCode() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
 
hashCode() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
 
hashCode() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
 
hashCode() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
 
hashCode() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
 
hashCode() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
 
hashCode() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
 
hashCode() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
 
hashCode() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.Swap
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
 
hashCode() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
 
hashCode() - Method in class com.opengamma.strata.finance.SecurityLink
 
hashCode() - Method in class com.opengamma.strata.finance.TradeInfo
 
hashCode() - Method in class com.opengamma.strata.finance.UnitSecurity
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
 
hashCode() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
 
hashCode() - Method in class com.opengamma.strata.market.amount.CashFlow
 
hashCode() - Method in class com.opengamma.strata.market.amount.CashFlows
 
hashCode() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
hashCode() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
hashCode() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
 
hashCode() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
 
hashCode() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
 
hashCode() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
 
hashCode() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
hashCode() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
 
hashCode() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
 
hashCode() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
 
hashCode() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
hashCode() - Method in class com.opengamma.strata.market.curve.ParRates
 
hashCode() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
 
hashCode() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
 
hashCode() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
hashCode() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
hashCode() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
hashCode() - Method in class com.opengamma.strata.market.id.IndexRateId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
 
hashCode() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
 
hashCode() - Method in class com.opengamma.strata.market.id.ParRatesId
 
hashCode() - Method in class com.opengamma.strata.market.id.QuoteId
 
hashCode() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
 
hashCode() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
 
hashCode() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
hashCode() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
 
hashCode() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
 
hashCode() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
 
hashCode() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
 
hashCode() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
 
hashCode() - Method in class com.opengamma.strata.market.key.QuoteKey
 
hashCode() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
hashCode() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
hashCode() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
 
hashCode() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
hashCode() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
hashCode() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
hashCode() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
hashCode() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
hashCode() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
hashCode() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
hashCode() - Method in class com.opengamma.strata.report.format.FormatSettings
 
hashCode() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
hashCode() - Method in class com.opengamma.strata.report.ReportRequirements
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReport
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
hashCode() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
header(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets the header property in the builder.
header() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the header property.
headers() - Method in class com.opengamma.strata.examples.marketdata.CsvFile
Returns the header row, if specified when parsing the file.
headSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series, choosing the earliest entries.
HistoricalScenarioExample - Class in com.opengamma.strata.examples.finance
Example to illustrate using the engine to run a set of historical scenarios on a single swap to produce a P&L series.
HistoricalScenarioExample() - Constructor for class com.opengamma.strata.examples.finance.HistoricalScenarioExample
 
HK - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'HK' - Hong Kong.
HKD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HKD' - Hong Kong Dollar.
HolidayCalendar - Interface in com.opengamma.strata.basics.date
A holiday calendar, classifying dates as holidays or business days.
HolidayCalendars - Class in com.opengamma.strata.basics.date
Constants and implementations for standard holiday calendars.
holidays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the holidays property.
HRK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HRK' - Croatian Kuna.
HU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'HU' = Hungary.
HUF - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'HUF' = Hugarian Forint.

I

IBOR - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Map of new to old IBOR-like indices.
IborAveragedFixing - Class in com.opengamma.strata.finance.rate
A single fixing of an index that is observed by IborAveragedRateObservation.
IborAveragedFixing.Builder - Class in com.opengamma.strata.finance.rate
The bean-builder for IborAveragedFixing.
IborAveragedFixing.Meta - Class in com.opengamma.strata.finance.rate
The meta-bean for IborAveragedFixing.
IborAveragedRateObservation - Class in com.opengamma.strata.finance.rate
Defines the observation of a rate of interest based on the average of multiple fixings of a single IBOR-like floating rate index.
IborAveragedRateObservation.Builder - Class in com.opengamma.strata.finance.rate
The bean-builder for IborAveragedRateObservation.
IborAveragedRateObservation.Meta - Class in com.opengamma.strata.finance.rate
The meta-bean for IborAveragedRateObservation.
IborFixingDeposit - Class in com.opengamma.strata.finance.rate.deposit
An Ibor fixing deposit.
IborFixingDeposit.Builder - Class in com.opengamma.strata.finance.rate.deposit
The bean-builder for IborFixingDeposit.
IborFixingDeposit.Meta - Class in com.opengamma.strata.finance.rate.deposit
The meta-bean for IborFixingDeposit.
IborFixingDepositConvention - Class in com.opengamma.strata.finance.rate.deposit
A convention for Ibor fixing deposit trades.
IborFixingDepositConvention.Builder - Class in com.opengamma.strata.finance.rate.deposit
The bean-builder for IborFixingDepositConvention.
IborFixingDepositConvention.Meta - Class in com.opengamma.strata.finance.rate.deposit
The meta-bean for IborFixingDepositConvention.
IborFixingDepositCurveNode - Class in com.opengamma.strata.market.curve.config
A curve node whose instrument is an Ibor fixing deposit.
IborFixingDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.config
The bean-builder for IborFixingDepositCurveNode.
IborFixingDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.config
The meta-bean for IborFixingDepositCurveNode.
IborFixingDepositProduct - Interface in com.opengamma.strata.finance.rate.deposit
A product representing a Ibor fixing deposit.
IborFixingDepositTemplate - Class in com.opengamma.strata.finance.rate.deposit
A template for creating an Ibor fixing deposit trade.
IborFixingDepositTemplate.Builder - Class in com.opengamma.strata.finance.rate.deposit
The bean-builder for IborFixingDepositTemplate.
IborFixingDepositTemplate.Meta - Class in com.opengamma.strata.finance.rate.deposit
The meta-bean for IborFixingDepositTemplate.
IborFixingDepositTrade - Class in com.opengamma.strata.finance.rate.deposit
A trade in an Ibor fixing deposit.
IborFixingDepositTrade.Builder - Class in com.opengamma.strata.finance.rate.deposit
The bean-builder for IborFixingDepositTrade.
IborFixingDepositTrade.Meta - Class in com.opengamma.strata.finance.rate.deposit
The meta-bean for IborFixingDepositTrade.
IborFuture - Class in com.opengamma.strata.finance.rate.future
A futures contract, based on an IBOR-like index.
IborFuture.Builder - Class in com.opengamma.strata.finance.rate.future
The bean-builder for IborFuture.
IborFuture.Meta - Class in com.opengamma.strata.finance.rate.future
The meta-bean for IborFuture.
IborFutureOption - Class in com.opengamma.strata.finance.rate.future
A futures option contract, based on an IBOR-like index.
IborFutureOption(IborFutureOption.Builder) - Constructor for class com.opengamma.strata.finance.rate.future.IborFutureOption
Restricted constructor.
IborFutureOption.Builder - Class in com.opengamma.strata.finance.rate.future
The bean-builder for IborFutureOption.
IborFutureOption.Meta - Class in com.opengamma.strata.finance.rate.future
The meta-bean for IborFutureOption.
IborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.rate.future
Pricer for Ibor future option products with daily margin.
IborFutureOptionMarginedProductPricer() - Constructor for class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedProductPricer
Creates an instance.
IborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.rate.future
Pricer for Ibor future option trades with daily margin.
IborFutureOptionMarginedTradePricer() - Constructor for class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer
Creates an instance.
IborFutureOptionSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to an implied volatility for a Ibor future option model.
IborFutureOptionSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for IborFutureOptionSensitivity.
IborFutureOptionTrade - Class in com.opengamma.strata.finance.rate.future
A trade representing an option on a futures contract based on an IBOR-like index.
IborFutureOptionTrade.Builder - Class in com.opengamma.strata.finance.rate.future
The bean-builder for IborFutureOptionTrade.
IborFutureOptionTrade.Meta - Class in com.opengamma.strata.finance.rate.future
The meta-bean for IborFutureOptionTrade.
IborFutureProvider - Interface in com.opengamma.strata.pricer.rate.future
Data provider for for model parameters related to Ibor futures and their options.
IborFutureTrade - Class in com.opengamma.strata.finance.rate.future
A trade representing a futures contract based on an IBOR-like index.
IborFutureTrade.Builder - Class in com.opengamma.strata.finance.rate.future
The bean-builder for IborFutureTrade.
IborFutureTrade.Meta - Class in com.opengamma.strata.finance.rate.future
The meta-bean for IborFutureTrade.
IborIborSwapConvention - Class in com.opengamma.strata.finance.rate.swap.type
A market convention for Ibor-Ibor swap trades.
IborIborSwapConvention.Builder - Class in com.opengamma.strata.finance.rate.swap.type
The bean-builder for IborIborSwapConvention.
IborIborSwapConvention.Meta - Class in com.opengamma.strata.finance.rate.swap.type
The meta-bean for IborIborSwapConvention.
IborIborSwapTemplate - Class in com.opengamma.strata.finance.rate.swap.type
A template for creating Ibor-Ibor swap trades.
IborIborSwapTemplate.Builder - Class in com.opengamma.strata.finance.rate.swap.type
The bean-builder for IborIborSwapTemplate.
IborIborSwapTemplate.Meta - Class in com.opengamma.strata.finance.rate.swap.type
The meta-bean for IborIborSwapTemplate.
IborIndex - Interface in com.opengamma.strata.basics.index
An IBOR-like index, such as Libor or Euribor.
iborIndex(IborIndex) - Static method in class com.opengamma.strata.pricer.impl.Legacy
Converts an IBOR-like index to the legacy object.
iborIndex(IborIndex) - Static method in class com.opengamma.strata.pricer.impl.Legacy
Converts a legacy IBOR-like index to the new object.
iborIndexRates(IborIndex) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
 
IborIndexRates - Interface in com.opengamma.strata.market.value
Provides access to rates for an Ibor index.
iborIndexRates(IborIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
iborIndexRates(IborIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an Ibor index.
IborIndexRatesKey - Class in com.opengamma.strata.market.key
Market data key identifying the rates for an Ibor index.
IborIndexRatesKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IborIndexRatesKey.
IborIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard Ibor indices.
iborIndices(Set<IborIndex>) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
Sets the iborIndices property in the builder.
iborIndices(IborIndex...) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
Sets the iborIndices property in the builder from an array of objects.
iborIndices() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
The meta-property for the iborIndices property.
IborInterpolatedRateObservation - Class in com.opengamma.strata.finance.rate
Defines the observation of a rate of interest interpolated from two IBOR-like indices.
IborInterpolatedRateObservation.Builder - Class in com.opengamma.strata.finance.rate
The bean-builder for IborInterpolatedRateObservation.
IborInterpolatedRateObservation.Meta - Class in com.opengamma.strata.finance.rate
The meta-bean for IborInterpolatedRateObservation.
IborRateAveragingMethod - Enum in com.opengamma.strata.finance.rate.swap
A convention defining how to average floating rates.
IborRateCalculation - Class in com.opengamma.strata.finance.rate.swap
Defines the calculation of a floating rate swap leg based on an IBOR-like index.
IborRateCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for IborRateCalculation.
IborRateCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for IborRateCalculation.
IborRateObservation - Class in com.opengamma.strata.finance.rate
Defines the observation of a rate of interest from a single IBOR-like index.
IborRateObservation.Builder - Class in com.opengamma.strata.finance.rate
The bean-builder for IborRateObservation.
IborRateObservation.Meta - Class in com.opengamma.strata.finance.rate
The meta-bean for IborRateObservation.
IborRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a rate from an Ibor index curve.
IborRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for IborRateSensitivity.
IborRateSwapLegConvention - Class in com.opengamma.strata.finance.rate.swap.type
A market convention for the floating leg of rate swap trades based on an Ibor index.
IborRateSwapLegConvention.Builder - Class in com.opengamma.strata.finance.rate.swap.type
The bean-builder for IborRateSwapLegConvention.
IborRateSwapLegConvention.Meta - Class in com.opengamma.strata.finance.rate.swap.type
The meta-bean for IborRateSwapLegConvention.
ID - Static variable in class com.opengamma.strata.basics.location.Country
The country 'ID' - Indonesia.
id(String) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitRedCode
Creates a standard identifier using the correct Markit RED code scheme.
id(StandardId) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
Sets the id property in the builder.
id() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
The meta-property for the id property.
IdentifiableBean - Interface in com.opengamma.strata.collect.id
Provides uniform access to beans that can supply a standard identifier.
identity() - Static method in interface com.opengamma.strata.engine.marketdata.mapping.FeedIdMapping
Returns a mapping that always returns the ID that is passed in.
idForFeed(ObservableId) - Method in interface com.opengamma.strata.engine.marketdata.mapping.FeedIdMapping
Returns an observable ID that can be used for looking up the market data in a market data feed if there is a mapping defined for the ID argument.
idForFeed(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.mapping.MissingDataAwareFeedIdMapping
 
IDR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'IDR' = Indonesian Rupiah.
ignoreFailures(boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets the ignoreFailures property in the builder.
ignoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the ignoreFailures property.
IL - Static variable in class com.opengamma.strata.basics.location.Country
The country 'IL' - Israel.
ILS - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ILS' = Israeli Shekel.
IMM - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMM' roll convention which adjusts the date to the third Wednesday.
IMMAUD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMMAUD' roll convention which adjusts the date to the Thursday before the second Friday.
IMMNZD - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'IMMNZD' roll convention which adjusts the date to the first Wednesday on or after the ninth day of the month.
ImmutableFxIndex - Class in com.opengamma.strata.basics.index
A foreign exchange index implementation based on an immutable set of rules.
ImmutableFxIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableFxIndex.
ImmutableFxIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableFxIndex.
ImmutableHolidayCalendar - Class in com.opengamma.strata.basics.date
A holiday calendar implementation based on an immutable set of holiday dates and weekends.
ImmutableHolidayCalendar.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for ImmutableHolidayCalendar.
ImmutableIborIndex - Class in com.opengamma.strata.basics.index
An IBOR-like index implementation based on an immutable set of rules.
ImmutableIborIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableIborIndex.
ImmutableIborIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableIborIndex.
ImmutableOvernightIndex - Class in com.opengamma.strata.basics.index
An overnight index, such as Sonia or Eonia.
ImmutableOvernightIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutableOvernightIndex.
ImmutableOvernightIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutableOvernightIndex.
ImmutablePriceIndex - Class in com.opengamma.strata.basics.index
A price index implementation based on an immutable set of rules.
ImmutablePriceIndex.Builder - Class in com.opengamma.strata.basics.index
The bean-builder for ImmutablePriceIndex.
ImmutablePriceIndex.Meta - Class in com.opengamma.strata.basics.index
The meta-bean for ImmutablePriceIndex.
ImmutableRatesProvider - Class in com.opengamma.strata.pricer.rate
The default immutable rates provider, used to calculate analytic measures.
ImmutableRatesProvider.Builder - Class in com.opengamma.strata.pricer.rate
The bean-builder for ImmutableRatesProvider.
ImmutableRatesProvider.Meta - Class in com.opengamma.strata.pricer.rate
The meta-bean for ImmutableRatesProvider.
impliedVolatility(Swaption, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta
Computes the implied Normal volatility of the swaption.
IN - Static variable in class com.opengamma.strata.basics.location.Country
The country 'IN' - India.
Index - Interface in com.opengamma.strata.basics.index
An index of values, such as LIBOR, FED FUND or daily exchange rates.
index(FxIndex) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
The meta-property for the index property.
index(FxIndex) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the index property.
index(PriceIndex) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
The meta-property for the index property.
index(OvernightIndex) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the index property.
index(RateIndex) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
The meta-property for the index property.
INDEX - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The observed index, such as an Ibor or Overnight index.
index() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
The meta-property for the index property.
index(IborIndex) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the index property in the builder.
index() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the index property.
index() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
The meta-property for the index property.
index0001 - Static variable in class com.opengamma.strata.examples.finance.CdsTradeExample
 
INDEX_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The observed index value, typically derived from a curve.
indexAnnexVersion(int) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
Sets the indexAnnexVersion property in the builder.
indexAnnexVersion() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
The meta-property for the indexAnnexVersion property.
indexCurve(Index) - Static method in class com.opengamma.strata.market.key.MarketDataKeys
Returns a market data key for the forward curve for an index.
indexCurves(MulticurveProviderDiscount) - Static method in class com.opengamma.strata.pricer.impl.Legacy
Converts a multicurve to a map of index to curve.
indexCurves(Map<Index, Curve>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
Sets the indexCurves property in the builder.
indexCurves() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the indexCurves property.
indexId(StandardId) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
Sets the indexId property in the builder.
indexId() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
The meta-property for the indexId property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the indexInterpolated property in the builder.
indexInterpolated() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the indexInterpolated property.
indexInterpolated(IborIndex) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
Sets the indexInterpolated property in the builder.
indexInterpolated() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
The meta-property for the indexInterpolated property.
IndexRateId - Class in com.opengamma.strata.market.id
A market data ID identifying the current and historical values for an Index.
IndexRateId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IndexRateId.
IndexRateKey - Class in com.opengamma.strata.market.key
Market data key identifying the current and historical values for an index.
IndexRateKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IndexRateKey.
IndexReferenceInformation - Class in com.opengamma.strata.finance.credit
Reference data for a CDS index.
IndexReferenceInformation.Builder - Class in com.opengamma.strata.finance.credit
The bean-builder for IndexReferenceInformation.
IndexReferenceInformation.Meta - Class in com.opengamma.strata.finance.credit
The meta-bean for IndexReferenceInformation.
indexSeries(int) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
Sets the indexSeries property in the builder.
indexSeries() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
The meta-property for the indexSeries property.
InflationInterpolatedRateObservation - Class in com.opengamma.strata.finance.rate
Defines the observation of inflation figures from a price index with interpolation.
InflationInterpolatedRateObservation(InflationInterpolatedRateObservation.Builder) - Constructor for class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
Restricted constructor.
InflationInterpolatedRateObservation.Builder - Class in com.opengamma.strata.finance.rate
The bean-builder for InflationInterpolatedRateObservation.
InflationInterpolatedRateObservation.Meta - Class in com.opengamma.strata.finance.rate
The meta-bean for InflationInterpolatedRateObservation.
InflationMonthlyRateObservation - Class in com.opengamma.strata.finance.rate
Defines the observation of inflation figures from a price index.
InflationMonthlyRateObservation.Builder - Class in com.opengamma.strata.finance.rate
The bean-builder for InflationMonthlyRateObservation.
InflationMonthlyRateObservation.Meta - Class in com.opengamma.strata.finance.rate
The meta-bean for InflationMonthlyRateObservation.
InflationRateCalculation - Class in com.opengamma.strata.finance.rate.swap
Defines the calculation of a swap leg of a zero-coupon inflation coupon based on a price index.
InflationRateCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for InflationRateCalculation.
InflationRateCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for InflationRateCalculation.
InflationRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a rate from a price index curve.
InflationRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for InflationRateSensitivity.
IniFile - Class in com.opengamma.strata.collect.io
An INI file.
initialExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
Sets the initialExchange property in the builder.
initialExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
The meta-property for the initialExchange property.
initialExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
Sets the initialExchange property in the builder.
initialExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
The meta-property for the initialExchange property.
initialPrice(double) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
Sets the initialPrice property in the builder.
initialPrice() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
The meta-property for the initialPrice property.
initialPrice(double) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
Sets the initialPrice property in the builder.
initialPrice() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
The meta-property for the initialPrice property.
initialPrice(double) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
Sets the initialPrice property in the builder.
initialPrice() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
The meta-property for the initialPrice property.
initialPrice(Double) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
Sets the initialPrice property in the builder.
initialPrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
The meta-property for the initialPrice property.
initialPrice(double) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
Sets the initialPrice property in the builder.
initialPrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
The meta-property for the initialPrice property.
initialStub(StubCalculation) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the initialStub property in the builder.
initialStub() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the initialStub property.
initialValue(double) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the initialValue property in the builder.
initialValue() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
The meta-property for the initialValue property.
inOrderNotEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the two values are in order and not equal.
inOrderOrEqual(Comparable<? super T>, T, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the two values are in order or equal.
INR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'INR' = Indian Rupee.
inRange(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x < high.
inRangeExclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low < x < high.
inRangeInclusive(double, double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is within the range defined by low <= x <= high.
INSTANCE - Static variable in class com.opengamma.strata.engine.marketdata.functions.MissingMappingMarketDataFunction
The single shared instance of the class.
INSTANCE - Static variable in class com.opengamma.strata.engine.marketdata.mapping.MissingMapping
Singleton instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
The single shared instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
The single shared instance.
INSTANCE - Static variable in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
The single shared instance.
instance() - Static method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Returns a default instance of the function.
instance() - Static method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer
Returns a default instance of the function.
instance() - Static method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer
Returns a default instance of the function.
INSTANCE - Static variable in class com.opengamma.strata.report.cashflow.CashFlowReportFormatter
The static instance.
INSTANCE - Static variable in class com.opengamma.strata.report.format.ToStringValueFormatter
Singleton instance.
INSTANCE - Static variable in class com.opengamma.strata.report.format.UnsupportedValueFormatter
Singleton instance.
INSTANCE - Static variable in class com.opengamma.strata.report.trade.TradeReportFormatter
The static instance.
IntDoublePair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an int and double.
IntDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for IntDoublePair.
intermediateExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
Sets the intermediateExchange property in the builder.
intermediateExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
The meta-property for the intermediateExchange property.
intermediateExchange(boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
Sets the intermediateExchange property in the builder.
intermediateExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
The meta-property for the intermediateExchange property.
interpolated(boolean) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
Sets the interpolated property in the builder.
interpolated() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
The meta-property for the interpolated property.
InterpolatedCurveConfig - Class in com.opengamma.strata.market.curve.config
Configuration specifying how to calibrate a curve.
InterpolatedCurveConfig.Builder - Class in com.opengamma.strata.market.curve.config
The bean-builder for InterpolatedCurveConfig.
InterpolatedCurveConfig.Meta - Class in com.opengamma.strata.market.curve.config
The meta-bean for InterpolatedCurveConfig.
InterpolatedNodalCurve - Class in com.opengamma.strata.market.curve
A curve based on interpolation between a number of nodal points.
InterpolatedNodalCurve.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for InterpolatedNodalCurve.
InterpolatedNodalCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for InterpolatedNodalCurve.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
Sets the interpolator property in the builder.
interpolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
The meta-property for the interpolator property.
INTERPOLATOR - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators
Extrapolator that does no extrapolation and delegates to the interpolator.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
Sets the interpolator property in the builder.
interpolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
The meta-property for the interpolator property.
interpolator(CurveInterpolator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the interpolator property in the builder.
interpolator() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the interpolator property.
intersection(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Calculates the range that is the intersection of this range and the specified range.
intersection(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains the intersection of a pair of time series.
invalidTokenFailure(T, String) - Method in class com.opengamma.strata.report.result.TokenEvaluator
Generates a failure result for an invalid token.
inverse() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Gets the inverse currency pair.
inverse() - Method in class com.opengamma.strata.basics.currency.FxRate
Gets the inverse rate.
inverse() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
Returns the inverse transaction.
inverse() - Method in class com.opengamma.strata.finance.fx.FxPayment
Returns the inverse payment.
IR01_BUCKETED_PAR - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the (vector) PV change to a series of 1 bps shifts in par interest rates at each curve node.
IR01_BUCKETED_ZERO - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the (vector) PV change to a series of 1 bps shifts in zero interest rates at each curve node.
IR01_PARALLEL_PAR - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the (scalar) PV change to a 1 bps shift in par interest rates.
IR01_PARALLEL_ZERO - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the (scalar) PV change to a 1 bps shift in zero interest rates of calibrated curve.
ir01BucketedPar(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the vector PV change to a series of 1 basis point shifts in par interest rates at each curve node.
ir01ParallelPar(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the scalar PV change to a 1 basis point shift in par interest rates.
IS - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'IS' - Iceland.
isAfter(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range is entirely after the specified range.
isBefore(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range is entirely before the specified range.
isBusinessDay(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is a business day.
isBuy() - Method in enum com.opengamma.strata.basics.BuySell
Checks if the type is 'Buy'.
isCalculateBackwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if the schedule is calculated backwards from the end date to the start date.
isCalculateForwards() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if the schedule is calculated forwards from the start date to the end date.
isCall() - Method in enum com.opengamma.strata.basics.PutCall
Checks if the type is 'Call'.
isCashSettled() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
Gets whether the option is cash settled, defaulted to physical.
isCdsDate(LocalDate) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic
Checks if the specified date is a CDS date.
isCompoundingApplicable() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Checks whether compounding applies.
isConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is a conventional currency pair.
isConvertCurrencies() - Method in class com.opengamma.strata.function.calculation.AbstractCalculationFunction
Gets whether currencies in the result should be automatically converted.
isCrossCurrency() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
Checks if this trade is cross-currency.
isCrossCurrency() - Method in class com.opengamma.strata.finance.rate.swap.Swap
Checks if this trade is cross-currency.
ISDA_CHF - Static variable in class com.opengamma.strata.finance.credit.type.IsdaYieldCurveConventions
The ISDA CHF curve.
ISDA_EUR - Static variable in class com.opengamma.strata.finance.credit.type.IsdaYieldCurveConventions
The ISDA EUR curve.
ISDA_GBP - Static variable in class com.opengamma.strata.finance.credit.type.IsdaYieldCurveConventions
The ISDA GBP curve.
ISDA_JPY - Static variable in class com.opengamma.strata.finance.credit.type.IsdaYieldCurveConventions
The ISDA JPY curve.
ISDA_USD - Static variable in class com.opengamma.strata.finance.credit.type.IsdaYieldCurveConventions
The ISDA USD curve.
IsdaCdsHelper - Class in com.opengamma.strata.pricer.credit
Helper for interacting with the underlying Analytics layer for CDS pricing.
IsdaCdsHelper() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsHelper
 
IsdaCdsPricer - Class in com.opengamma.strata.pricer.credit
Pricer for for CDS products using the ISDA methodology.
IsdaCdsPricer() - Constructor for class com.opengamma.strata.pricer.credit.IsdaCdsPricer
 
IsdaCreditCurveParRates - Class in com.opengamma.strata.market.curve
The par rates used when calibrating an ISDA credit curve.
IsdaCreditCurveParRates.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for IsdaCreditCurveParRates.
IsdaIndexCreditCurveParRatesId - Class in com.opengamma.strata.market.id
Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.
IsdaIndexCreditCurveParRatesId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaIndexCreditCurveParRatesId.
IsdaIndexCreditCurveParRatesKey - Class in com.opengamma.strata.market.key
Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for an index.
IsdaIndexCreditCurveParRatesKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaIndexCreditCurveParRatesKey.
IsdaSingleNameCreditCurveParRatesId - Class in com.opengamma.strata.market.id
Market data ID for a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.
IsdaSingleNameCreditCurveParRatesId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaSingleNameCreditCurveParRatesId.
IsdaSingleNameCreditCurveParRatesKey - Class in com.opengamma.strata.market.key
Market data key identifying a set of par rates to be used in the ISDA credit model's credit curve calibration for a single-name.
IsdaSingleNameCreditCurveParRatesKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaSingleNameCreditCurveParRatesKey.
IsdaYieldCurveConvention - Interface in com.opengamma.strata.finance.credit.type
CDS Standard model definition for parameters required to bootstrap an ISDA yield curve
IsdaYieldCurveConventions - Class in com.opengamma.strata.finance.credit.type
Market conventions used to bootstrap an ISDA yield curve
IsdaYieldCurveParRates - Class in com.opengamma.strata.market.curve
The par rates used when calibrating an ISDA yield curve.
IsdaYieldCurveParRates.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for IsdaYieldCurveParRates.
IsdaYieldCurveParRatesId - Class in com.opengamma.strata.market.id
Market data ID identifying a set of par rates to be used in the ISDA credit model's yield curve calibration for a currency.
IsdaYieldCurveParRatesId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for IsdaYieldCurveParRatesId.
IsdaYieldCurveParRatesKey - Class in com.opengamma.strata.market.key
Market data key identifying a set of par rates to be used in the ISDA credit model's yield yield curve calibration for a currency.
IsdaYieldCurveParRatesKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for IsdaYieldCurveParRatesKey.
IsdaYieldCurveUnderlyingType - Enum in com.opengamma.strata.market.curve
Enumerates the supported types of underlying instruments on an ISDA yield curve.
isEmpty() - Method in class com.opengamma.strata.collect.io.PropertySet
Checks if this property set is empty.
isEmpty() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if the range is empty.
isEmpty() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Indicates if this time-series is empty.
isEndOfMonthConvention() - Method in interface com.opengamma.strata.basics.date.DayCount.ScheduleInfo
Checks if the end of month convention is in use.
isEndOfMonthConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule
Checks if the end of month convention is in use.
isFailure() - Method in class com.opengamma.strata.collect.result.Result
Indicates if this result represents a failure.
isFalse(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is false.
isFalse(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is false.
isFinalExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Gets the flag indicating whether to exchange the final notional.
isFinalExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the final notional.
isFixed() - Method in enum com.opengamma.strata.finance.rate.swap.SwapLegType
Checks if the type is 'Fixed'.
isFixedRate() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Checks if the stub has a fixed rate.
isFloat() - Method in enum com.opengamma.strata.finance.rate.swap.SwapLegType
Checks if the type is floating, defined as 'Ibor', 'Overnight' or 'Inflation'.
isFloatingRate() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Checks if the stub has a floating rate.
isHoliday(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is a holiday.
isHoliday(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
isIgnoreFailures() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Gets whether to ignore failures, or report the errors.
isIndexRollDate(LocalDate) - Static method in class com.opengamma.strata.finance.credit.CdsDatesLogic
Checks if the specified date is an index roll date.
isInitialExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Gets the flag indicating whether to exchange the initial notional.
isInitialExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the initial notional.
isIntermediateExchange() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isIntermediateExchange() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Gets the flag indicating whether to exchange the differences in the notional during the lifetime of the swap.
isInterpolated() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
Gets how the reference index calculation occurs, defaulted to false.
isInterpolated() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Checks if the stub has an interpolated rate.
isInverse(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is the inverse of the specified pair.
isIsMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Gets flag indicating if the moneyness is on the price (true) or on the rate (false).
ISK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ISK' = Icelandic Krone.
isLastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Checks if the specified date is the last business day of the month.
isLastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
isLong() - Method in enum com.opengamma.strata.basics.LongShort
Checks if the type is 'Long'.
isLong() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if this convention may result in a long stub.
isMoneynessOnPrice(boolean) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the isMoneynessOnPrice property in the builder.
isMoneynessOnPrice() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the isMoneynessOnPrice property.
isMonthBased() - Method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Checks whether the convention requires a month-based period.
isMonthBased() - Method in class com.opengamma.strata.basics.date.Tenor
Checks if the tenor is month-based.
isMonthBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is month-based.
isNotScheme(String) - Method in class com.opengamma.strata.collect.id.StandardId
Checks if the scheme of this identifier does not equal the specified scheme.
isPay() - Method in enum com.opengamma.strata.basics.PayReceive
Checks if the type is 'Pay'.
isPayAccruedOnDefault() - Method in class com.opengamma.strata.finance.credit.Cds
Gets whether the accrued premium is paid in the event of a default.
isPayAccruedOnDefault() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Gets whether the accrued premium is paid in the event of a default.
isPut() - Method in enum com.opengamma.strata.basics.PutCall
Checks if the type is 'Put'.
isReceive() - Method in enum com.opengamma.strata.basics.PayReceive
Checks if the type is 'Receive'.
isRegular(Frequency, RollConvention) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Checks if this period is regular according to the specified frequency and roll convention.
isRelated(CurrencyPair) - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Checks if this currency pair is related to the specified pair.
isResolved() - Method in interface com.opengamma.strata.collect.id.Link
Checks if the link is resolved.
isResolved() - Method in class com.opengamma.strata.collect.id.StandardLink
 
isResolved() - Method in class com.opengamma.strata.finance.SecurityLink
Checks if the link is resolved.
isScheme(String) - Method in class com.opengamma.strata.collect.id.StandardId
Checks if the scheme of this identifier equals the specified scheme.
isSell() - Method in enum com.opengamma.strata.basics.BuySell
Checks if the type is 'Sell'.
isShort() - Method in enum com.opengamma.strata.basics.LongShort
Checks if the type is 'Short'.
isShort() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Checks if this convention may result in a short stub.
isSuccess() - Method in class com.opengamma.strata.collect.result.Result
Indicates if this result represents a successful call and has a result available.
isTerm() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is the 'Term' instance.
isTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
Checks if this schedule represents a single 'Term' period.
isTrue(boolean) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, Object...) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, long) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isTrue(boolean, String, double) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified boolean is true.
isUnboundedEnd() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if the end date is unbounded.
isUnboundedStart() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if the start date is unbounded.
isWeekBased() - Method in class com.opengamma.strata.basics.date.Tenor
Checks if the tenor is week-based.
isWeekBased() - Method in class com.opengamma.strata.basics.schedule.Frequency
Checks if the periodic frequency is week-based.
IT - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'IT' - Italy.
items() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the items property.
items(List<Result<?>>) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
Sets the items property in the builder.
items() - Method in class com.opengamma.strata.engine.calculations.Results.Meta
The meta-property for the items property.
IterableTokenEvaluator - Class in com.opengamma.strata.report.result
 
IterableTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.IterableTokenEvaluator
 

J

JarMarketDataBuilder - Class in com.opengamma.strata.examples.marketdata
Loads market data from the standard directory structure embedded within a JAR file.
JarMarketDataBuilder(File, String) - Constructor for class com.opengamma.strata.examples.marketdata.JarMarketDataBuilder
Constructs an instance.
JodaBeanParameterConverter<T> - Class in com.opengamma.strata.examples.report
Abstract parameter converter for bean types.
JodaBeanParameterConverter() - Constructor for class com.opengamma.strata.examples.report.JodaBeanParameterConverter
 
JP - Static variable in class com.opengamma.strata.basics.location.Country
The country 'JP' - Japan.
JP_CPI_EXF - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for Japan excluding fresh food, "Non-revised Consumer Price Index Nationwide General Excluding Fresh Food".
JPTO - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for Tokyo, Japan, with code 'JPTO'.
JPY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'JPY' - Japanese Yen.
JPY_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for JPY.
JPY_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for JPY.
JPY_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for JPY.
JPY_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for JPY.
JPY_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for JPY.
JPY_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for JPY.
JPY_TIBOR_EUROYEN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month TIBOR (Euroyen) index.
JPY_TIBOR_EUROYEN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month TIBOR (Euroyen) index.
JPY_TIBOR_JAPAN_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week TIBOR (Japan) index.
JPY_TIBOR_JAPAN_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month TIBOR (Japan) index.
JPY_TIBOR_JAPAN_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month TIBOR (Japan) index.
JPY_TONAR - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The TONAR index for JPY.
JPY_TONAR - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the JPY TONAR index.
JPYLIBOR12M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the JPY LIBOR 12M index.
JPYLIBOR1M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the JPY LIBOR 1M index.
JPYLIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the JPY LIBOR 3M index.
JPYLIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the JPY LIBOR 6M index.

K

key() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
The meta-property for the key property.
key() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
The meta-property for the key property.
keys() - Method in class com.opengamma.strata.collect.io.IniFile
Returns the set of keys of this INI file.
keys() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns the set of keys of this property set.
KR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'KR' - South Korea.
KRW - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'KRW' = South Korean Won.

L

label() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
The meta-property for the label property.
label() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
The meta-property for the label property.
lag(Period) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
Sets the lag property in the builder.
lag() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
The meta-property for the lag property.
LAST_BUSINESS_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
Convention applying a last business day of month rule.
LAST_DAY - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
Convention applying a last day of month rule, ignoring business days.
lastBusinessDayOfMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Calculates the last business day of the month.
lastBusinessDayOfMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
lastRegularEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the lastRegularEndDate property in the builder.
lastRegularEndDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the lastRegularEndDate property.
lastTradeDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
Sets the lastTradeDate property in the builder.
lastTradeDate() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
The meta-property for the lastTradeDate property.
leftExtrapolator(CurveExtrapolator) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
Sets the leftExtrapolator property in the builder.
leftExtrapolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
The meta-property for the leftExtrapolator property.
leftExtrapolator(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
Sets the leftExtrapolator property in the builder.
leftExtrapolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
The meta-property for the leftExtrapolator property.
LEG_INITIAL_NOTIONAL - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the initial notional amount of each leg of the calculation target.
LEG_PRESENT_VALUE - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the present value of each leg of the calculation target.
LEG_TYPE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
An indication of the pay-off formula that applies to the leg.
Legacy - Class in com.opengamma.strata.pricer.impl
Static utilities to convert types to legacy types.
LegacyIndices - Class in com.opengamma.strata.pricer.impl
Static utilities to convert types to legacy types.
LegAmount - Interface in com.opengamma.strata.market.amount
Represents an amount of a currency associated with one leg of an instrument.
LegAmounts - Class in com.opengamma.strata.market.amount
A collection of leg amounts.
LegAmounts.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for LegAmounts.
legCurrency(Currency) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the legCurrency property in the builder.
legCurrency() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the legCurrency property.
legs(List<ExpandedSwapLeg>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
Sets the legs property in the builder.
legs(ExpandedSwapLeg...) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
The meta-property for the legs property.
legs(List<SwapLeg>) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
Sets the legs property in the builder.
legs(SwapLeg...) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
Sets the legs property in the builder from an array of objects.
legs() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
The meta-property for the legs property.
LEGS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of legs.
legType(SwapLegType) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the legType property in the builder.
legType() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the legType property.
length() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns the length of the period.
lengthInDays() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Calculates the number of days in the period.
line(int) - Method in class com.opengamma.strata.examples.marketdata.CsvFile
Returns a single line.
LINEAR - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators
Log linear extrapolator.
LINEAR - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators
Linear interpolator.
lineCount() - Method in class com.opengamma.strata.examples.marketdata.CsvFile
Returns the number of data lines.
lines() - Method in class com.opengamma.strata.examples.marketdata.CsvFile
Returns all data lines in the file.
Link<T extends IdentifiableBean> - Interface in com.opengamma.strata.collect.id
Defines a link to a target object using an identifier.
LinkResolutionException - Exception in com.opengamma.strata.collect.id
Exception thrown if the target of a link cannot be resolved.
LinkResolutionException(String) - Constructor for exception com.opengamma.strata.collect.id.LinkResolutionException
Creates the exception passing the failed link.
LinkResolver - Interface in com.opengamma.strata.collect.id
A resolver that can provide the target when resolving links.
listOf(YearMonth...) - Static method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
Returns a list of IDs for futures with the specified expiries.
listOf(Tenor...) - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeId
Returns a list of IDs for multiple tenors.
listOfEmpty(int) - Static method in interface com.opengamma.strata.market.curve.CurveParameterMetadata
Gets a list of empty metadata instances.
load(IniFile) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportTemplateIniLoader
 
load(IniFile) - Method in class com.opengamma.strata.report.MasterReportTemplateIniLoader
 
load(IniFile) - Method in interface com.opengamma.strata.report.ReportTemplateIniLoader
Loads the report template.
load(IniFile) - Method in class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
loadAllCurves(ResourceLocator, ResourceLocator, Collection<ResourceLocator>) - Static method in class com.opengamma.strata.examples.marketdata.curve.RatesCurvesCsvLoader
Loads the available rates curves from the CSV resources for all dates.
loadAllRatesCurves() - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder
Gets all rates curves.
loadCurves(ResourceLocator, ResourceLocator, Collection<ResourceLocator>, LocalDate) - Static method in class com.opengamma.strata.examples.marketdata.curve.RatesCurvesCsvLoader
Loads the available rates curves from the CSV resources for a given curve date.
LoadedCurveKey - Class in com.opengamma.strata.examples.marketdata.curve
Identifies an instance of a named curve on a specific date.
LoadedCurveKey.Meta - Class in com.opengamma.strata.examples.marketdata.curve
The meta-bean for LoadedCurveKey.
LoadedCurveName - Class in com.opengamma.strata.examples.marketdata.curve
Identifies a named curve across potentially multiple dates.
LoadedCurveName.Meta - Class in com.opengamma.strata.examples.marketdata.curve
The meta-bean for LoadedCurveName.
LoadedCurveNode - Class in com.opengamma.strata.examples.marketdata.curve
Represents a node on a calibrated curve.
LoadedCurveNode.Meta - Class in com.opengamma.strata.examples.marketdata.curve
The meta-bean for LoadedCurveNode.
LoadedCurveSettings - Class in com.opengamma.strata.examples.marketdata.curve
Represents curve settings, used when loading curves.
LoadedCurveSettings.Builder - Class in com.opengamma.strata.examples.marketdata.curve
The bean-builder for LoadedCurveSettings.
LoadedCurveSettings.Meta - Class in com.opengamma.strata.examples.marketdata.curve
The meta-bean for LoadedCurveSettings.
LoaderUtils - Class in com.opengamma.strata.examples.marketdata
Contains utilities for loading market data from input files.
loadExamplePortfolio() - Static method in class com.opengamma.strata.examples.finance.CdsTradeExample
 
loadExpectedResults(String) - Static method in class com.opengamma.strata.examples.data.ExampleData
Loads a golden copy of expected results from a text file.
loadFixingSeries(Collection<ResourceLocator>) - Static method in class com.opengamma.strata.examples.marketdata.timeseries.FixingSeriesCsvLoader
Loads a set of historical fixing series into memory from CSV resources.
loadQuotes(ResourceLocator, LocalDate) - Static method in class com.opengamma.strata.examples.marketdata.QuotesCsvLoader
Loads the available quotes from the CSV resources.
loadTradeReportTemplate(String) - Static method in class com.opengamma.strata.examples.data.ExampleData
Loads a trade report template from the standard INI format.
LocalDateDoublePoint - Class in com.opengamma.strata.collect.timeseries
Immutable representation of a single point in a LocalDateDoubleTimeSeries.
LocalDateDoubleTimeSeries - Interface in com.opengamma.strata.collect.timeseries
Interface for all local date time-series types containing double values.
LocalDateDoubleTimeSeriesBuilder - Class in com.opengamma.strata.collect.timeseries
Builder to create the immutable LocalDateDoubleTimeSeries.
LocalDateParameterConverter - Class in com.opengamma.strata.examples.report
Parameter converter for LocalDate.
LocalDateParameterConverter() - Constructor for class com.opengamma.strata.examples.report.LocalDateParameterConverter
 
LocalDateRange - Class in com.opengamma.strata.collect.range
A range of local dates.
LocalDateRange.Meta - Class in com.opengamma.strata.collect.range
The meta-bean for LocalDateRange.
LOG_LINEAR - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators
Log linear extrapolator.
LOG_LINEAR - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators
Log linear interpolator.
LOG_NATURAL_CUBIC_MONOTONE - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators
Log natural cubic interpolation with monotonicity filter.
LongDoublePair - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of a long and double.
LongDoublePair.Meta - Class in com.opengamma.strata.collect.tuple
The meta-bean for LongDoublePair.
longIndex(IborIndex) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
Sets the longIndex property in the builder.
longIndex() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
The meta-property for the longIndex property.
LongShort - Enum in com.opengamma.strata.basics
Flag indicating whether a trade is "long" or "short".
longShort(LongShort) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
Sets the longShort property in the builder.
longShort() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
The meta-property for the longShort property.
longShort(LongShort) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
Sets the longShort property in the builder.
longShort() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
The meta-property for the longShort property.
lookup(String) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Looks up an instance by name.
lookup(String, Class<S>) - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Looks up an instance by name and type.
lookup(String) - Method in interface com.opengamma.strata.collect.named.NamedLookup
Looks up an instance by name, returning null if not found.
lookupAll() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
Returns the map of known instances by name.
lookupAll() - Method in interface com.opengamma.strata.collect.named.NamedLookup
Returns the immutable map of known instances by name.
LU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'LU' - Luxembourg.

M

main(String[]) - Static method in class com.opengamma.strata.examples.basics.ScheduleGui
Launch GUI, no arguments needed.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.CdsPricingExample
Runs the example, pricing the instruments, producing the output as an ASCII table.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.CdsTradeExample
Runs the example, serializing and deserializing the portfolio and printing to the screen.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.CurveScenarioExample
Runs the example, pricing the instruments, producing the output as an ASCII table.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.FraPricingExample
Runs the example, pricing the instruments, producing the output as an ASCII table.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.GenericFuturePricingExample
Runs the example, pricing the instruments, producing the output as an ASCII table.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.HistoricalScenarioExample
 
main(String[]) - Static method in class com.opengamma.strata.examples.finance.SwapPricingExample
Runs the example, pricing the instruments, producing the output as an ASCII table.
main(String[]) - Static method in class com.opengamma.strata.examples.finance.SwapTradeModelDemo
Launch demo, no arguments needed.
main(String[]) - Static method in class com.opengamma.strata.examples.report.ReportRunnerTool
Runs the tool.
map(Function<? super T, ? extends R>) - Method in class com.opengamma.strata.collect.result.Result
Processes a successful result by applying a function that alters the value.
map() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
The meta-property for the map property.
mapAmount(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Applies an operation to the amount.
mapAmounts(DoubleUnaryOperator) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Applies an operation to the amounts.
mapping(MarketDataMapping<?, ?>) - Method in class com.opengamma.strata.function.marketdata.mapping.MarketDataMappingsBuilder
Adds a an arbitrary mapping to the builder.
mappings(CalculationTarget) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
 
mappings() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
The meta-property for the mappings property.
mappings(CalculationTarget) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
 
mappings() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
The meta-property for the mappings property.
mappings(CalculationTarget) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
 
mappings(CalculationTarget) - Method in interface com.opengamma.strata.engine.config.MarketDataRule
Returns a set of market data mappings for the target if it matches this rule, otherwise an empty Optional.
mappings(CalculationTarget) - Method in interface com.opengamma.strata.engine.config.MarketDataRules
Returns a set of market data mappings which specify the market data that should be used when performing calculations for a target.
mappings(Map<Class<? extends MarketDataKey<?>>, MarketDataMapping<?, ?>>) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
Sets the mappings property in the builder.
mappings() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
The meta-property for the mappings property.
mappings(List<PerturbationMapping<?>>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
Sets the mappings property in the builder.
mappings() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
The meta-property for the mappings property.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivities(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Applies an operation to the sensitivities in this instance.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Returns an instance with the specified operation applied to the sensitivity values.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns an instance with the specified operation applied to the sensitivities in this builder.
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
mapSensitivity(DoubleUnaryOperator) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
MapTokenEvaluator - Class in com.opengamma.strata.report.result
 
MapTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.MapTokenEvaluator
 
mapValues(DoubleUnaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Applies an operation to each value in the time series.
marginIndex(IborFuture, double) - Method in class com.opengamma.strata.pricer.rate.future.AbstractIborFutureProductPricer
Calculates the number related to Ibor futures product on which the daily margin is computed.
marginIndex(IborFutureOption, double) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedProductPricer
Calculates the number related to Ibor futures product on which the daily margin is computed.
marginIndexSensitivity(IborFuture, PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.future.AbstractIborFutureProductPricer
Calculates the margin index sensitivity of the Ibor future product.
marginIndexSensitivity(IborFutureOption, PointSensitivities) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedProductPricer
Calculates the margin index sensitivity of the Ibor future product.
market() - Static method in class com.opengamma.strata.function.calculation.future.GenericFutureFunctionGroups
Obtains the function group providing all built-in measures on generic future trades based solely on querying the market for the present value.
market() - Static method in class com.opengamma.strata.function.calculation.future.GenericFutureOptionFunctionGroups
Obtains the function group providing all built-in measures on generic future option trades based solely on querying the market for the present value.
MARKET_VALUE - Static variable in class com.opengamma.strata.basics.market.FieldName
The field name for market value.
marketData(BaseMarketData) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
Sets the marketData property in the builder.
marketData() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
The meta-property for the marketData property.
marketData(ScenarioMarketData) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
Sets the marketData property in the builder.
marketData() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
The meta-property for the marketData property.
MarketDataBuilder - Class in com.opengamma.strata.examples.marketdata
Builds a market data snapshot from user-editable files in a prescribed directory structure.
MarketDataBuilder() - Constructor for class com.opengamma.strata.examples.marketdata.MarketDataBuilder
 
marketDataConfig(MarketDataConfig) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
Sets the marketDataConfig property in the builder.
marketDataConfig() - Method in class com.opengamma.strata.engine.CalculationRules.Meta
The meta-property for the marketDataConfig property.
MarketDataConfig - Class in com.opengamma.strata.engine.marketdata.config
Configuration required for building non-observable market data, for example curves or surfaces.
MarketDataConfig.Meta - Class in com.opengamma.strata.engine.marketdata.config
The meta-bean for MarketDataConfig.
MarketDataConfigBuilder - Class in com.opengamma.strata.engine.marketdata.config
A mutable builder for building an instance of MarketDataConfig.
MarketDataEnvironment - Class in com.opengamma.strata.engine.marketdata
A set of calibrated market data keyed by its MarketDataId.
MarketDataEnvironment.Meta - Class in com.opengamma.strata.engine.marketdata
The meta-bean for MarketDataEnvironment.
MarketDataFactory - Interface in com.opengamma.strata.engine.marketdata
A market data factory supplies the market data used in calculations.
marketDataFactory() - Method in class com.opengamma.strata.function.StandardComponents
Returns a market data factory containing the standard set of market data functions.
marketDataFeed() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
The meta-property for the marketDataFeed property.
MarketDataFeed - Class in com.opengamma.strata.basics.market
Identifies a feed of market data, for example Bloomberg or Reuters.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
Sets the marketDataFeed property in the builder.
marketDataFeed() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
The meta-property for the marketDataFeed property.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
Sets the marketDataFeed property in the builder.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
The meta-property for the marketDataFeed property.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
Sets the marketDataFeed property in the builder.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
The meta-property for the marketDataFeed property.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
Sets the marketDataFeed property in the builder.
marketDataFeed() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed(MarketDataFeed) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
Sets the marketDataFeed property in the builder.
marketDataFeed() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
The meta-property for the marketDataFeed property.
marketDataFeed() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
The meta-property for the marketDataFeed property.
MarketDataFilter<T,I extends MarketDataId<T>> - Interface in com.opengamma.strata.engine.marketdata.scenarios
Encapsulates a rule or set of rules to decide whether a Perturbation applies to a piece of market data.
MarketDataFunction<T,I extends MarketDataId<? extends T>> - Interface in com.opengamma.strata.engine.marketdata.functions
A market data function creates items of market data for a set of market data IDs.
marketDataFunctions() - Method in class com.opengamma.strata.function.StandardComponents
Returns the standard market data functions used to build market data values from other market data.
MarketDataId<T> - Interface in com.opengamma.strata.basics.market
An identifier for a unique item of market data.
MarketDataKey<T> - Interface in com.opengamma.strata.basics.market
A key that identifies an item of market data.
MarketDataKeys - Class in com.opengamma.strata.market.key
Factory methods for creating MarketDataKey instances for common market data types.
MarketDataLookup - Interface in com.opengamma.strata.engine.marketdata
A interface for looking up items of market data by ID, used when building market data.
MarketDataMapping<T,K extends MarketDataKey<T>> - Interface in com.opengamma.strata.engine.marketdata.mapping
A market data mapping can be thought of as a configuration rule that tells the system where to find a piece of market data that is required for a calculation.
marketDataMappings(MarketDataMappings) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
Sets the marketDataMappings property in the builder.
marketDataMappings() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
The meta-property for the marketDataMappings property.
MarketDataMappings - Interface in com.opengamma.strata.engine.marketdata.mapping
Market data mappings specify which market data from the global set of data should be used for a particular calculation.
MarketDataMappingsBuilder - Class in com.opengamma.strata.function.marketdata.mapping
Builder for MarketDataMappings that knows about the standard mappings (e.g.
MarketDataRatesProvider - Class in com.opengamma.strata.function
A rates provider based on market data from the engine.
MarketDataRatesProvider(SingleCalculationMarketData) - Constructor for class com.opengamma.strata.function.MarketDataRatesProvider
Creates an instance.
MarketDataRequirements - Class in com.opengamma.strata.engine.marketdata
A collection of market data IDs specifying the market data required for performing a set of calculations.
MarketDataRequirements.Meta - Class in com.opengamma.strata.engine.marketdata
The meta-bean for MarketDataRequirements.
MarketDataRequirementsBuilder - Class in com.opengamma.strata.engine.marketdata
Mutable builder for creating instances of MarketDataRequirements.
MarketDataRequirementsBuilder() - Constructor for class com.opengamma.strata.engine.marketdata.MarketDataRequirementsBuilder
 
MarketDataRootValidator - Class in com.opengamma.strata.examples.report
Value validator for the market data root directory.
MarketDataRootValidator() - Constructor for class com.opengamma.strata.examples.report.MarketDataRootValidator
 
MarketDataRule - Interface in com.opengamma.strata.engine.config
A market data rule decides what market data should be used in calculations for a calculation target.
marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
Sets the marketDataRules property in the builder.
marketDataRules() - Method in class com.opengamma.strata.engine.CalculationRules.Meta
The meta-property for the marketDataRules property.
marketDataRules(MarketDataRules) - Method in class com.opengamma.strata.engine.Column.Builder
Sets the marketDataRules property in the builder.
marketDataRules() - Method in class com.opengamma.strata.engine.Column.Meta
The meta-property for the marketDataRules property.
MarketDataRules - Interface in com.opengamma.strata.engine.config
Market data rules specify what market data should be used when calculating measures for a target.
marketDataType(Class<T>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
Sets the marketDataType property in the builder.
marketDataType() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
The meta-property for the marketDataType property.
MarketDataUtils - Class in com.opengamma.strata.function.calculation.rate
Utilities for manipulating market data.
MarketQuoteSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
Calculator to obtain the Market Quote sensitivities from the CurveBuildingBlockBundle obtained through the curve calibration.
MarketQuoteSensitivityCalculator() - Constructor for class com.opengamma.strata.pricer.sensitivity.MarketQuoteSensitivityCalculator
 
MARKIT_REDCODE_SCHEME - Static variable in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitRedCode
Scheme used in an OpenGamma StandardId where the value is a Markit RED code.
MarkitIndexCreditCurveDataParser - Class in com.opengamma.strata.examples.marketdata.credit.markit
Parser to load daily index curve information provided by Markit.
MarkitIndexCreditCurveDataParser() - Constructor for class com.opengamma.strata.examples.marketdata.credit.markit.MarkitIndexCreditCurveDataParser
 
MarkitRedCode - Class in com.opengamma.strata.examples.marketdata.credit.markit
A simple string type to contain a 6 or 9 character Markit RED Code.
MarkitRestructuringClause - Enum in com.opengamma.strata.examples.marketdata.credit.markit
Specifies the form of the restructuring credit event that is applicable to the credit default swap.
MarkitSeniorityLevel - Enum in com.opengamma.strata.examples.marketdata.credit.markit
Specifies the repayment precedence of a debt instrument.
MarkitSingleNameCreditCurveDataParser - Class in com.opengamma.strata.examples.marketdata.credit.markit
Parser to load daily credit curve information provided by Markit.
MarkitSingleNameCreditCurveDataParser() - Constructor for class com.opengamma.strata.examples.marketdata.credit.markit.MarkitSingleNameCreditCurveDataParser
 
MarkitYieldCurveDataParser - Class in com.opengamma.strata.examples.marketdata.credit.markit
Parser to load daily yield curve information provided by Markit.
MarkitYieldCurveDataParser() - Constructor for class com.opengamma.strata.examples.marketdata.credit.markit.MarkitYieldCurveDataParser
 
MasterReportTemplateIniLoader - Class in com.opengamma.strata.report
 
MasterReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.MasterReportTemplateIniLoader
 
matches(LocalDate) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Checks if the date matches the rules of the roll convention.
matches(Pattern, String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and matches the specified pattern.
matches(MarketDataId<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Returns true if the filter matches the market data ID and value.
maturityDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the maturityDateOffset property in the builder.
maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the maturityDateOffset property.
maturityDateOffset(TenorAdjustment) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the maturityDateOffset property in the builder.
maturityDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the maturityDateOffset property.
maximumSteps(int) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
Sets the maximumSteps property in the builder.
maximumSteps() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
The meta-property for the maximumSteps property.
Measure - Class in com.opengamma.strata.engine.config
Identifies a measure that can be produced by the system.
measure(String) - Method in class com.opengamma.strata.report.result.ValuePathEvaluator
Gets the measure encoded in a value path, if present.
measures() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
The meta-property for the measures property.
merge(FxMatrix) - Method in class com.opengamma.strata.basics.currency.FxMatrix
Merges the entries from the other matrix into this one.
merge(LocalDate, double, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Merges the specified date/value point into this builder.
merge(LocalDateDoublePoint, DoubleBinaryOperator) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Merges the specified date/value point into this builder.
mergeRegular(int, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule
Merges this schedule to form a new schedule by combining the regular schedule periods.
mergeToTerm() - Method in class com.opengamma.strata.basics.schedule.Schedule
Merges this schedule to form a new schedule with a single 'Term' period.
message() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the message property.
message() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the message property.
Messages - Class in com.opengamma.strata.collect
Contains utility methods for managing messages.
meta() - Static method in class com.opengamma.strata.basics.currency.FxRate
The meta-bean for FxRate.
meta() - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
The meta-bean for MultiCurrencyAmount.
meta() - Static method in class com.opengamma.strata.basics.date.AdjustableDate
The meta-bean for AdjustableDate.
meta() - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
The meta-bean for BusinessDayAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
The meta-bean for DaysAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
The meta-bean for ImmutableHolidayCalendar.
meta() - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
The meta-bean for PeriodAdjustment.
meta() - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
The meta-bean for TenorAdjustment.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableFxIndex
The meta-bean for ImmutableFxIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableIborIndex
The meta-bean for ImmutableIborIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
The meta-bean for ImmutableOvernightIndex.
meta() - Static method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
The meta-bean for ImmutablePriceIndex.
meta() - Static method in class com.opengamma.strata.basics.market.FxRateId
The meta-bean for FxRateId.
meta() - Static method in class com.opengamma.strata.basics.market.FxRateKey
The meta-bean for FxRateKey.
meta() - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
The meta-bean for PeriodicSchedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.Schedule
The meta-bean for Schedule.
meta() - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
The meta-bean for SchedulePeriod.
meta() - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
The meta-bean for HalfUpRounding.
meta() - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
The meta-bean for ValueAdjustment.
meta() - Static method in class com.opengamma.strata.basics.value.ValueSchedule
The meta-bean for ValueSchedule.
meta() - Static method in class com.opengamma.strata.basics.value.ValueStep
The meta-bean for ValueStep.
meta() - Static method in class com.opengamma.strata.collect.id.StandardId
The meta-bean for StandardId.
meta() - Static method in class com.opengamma.strata.collect.id.StandardLink
The meta-bean for StandardLink.
meta() - Static method in class com.opengamma.strata.collect.range.LocalDateRange
The meta-bean for LocalDateRange.
meta() - Static method in class com.opengamma.strata.collect.result.Failure
The meta-bean for Failure.
meta() - Static method in class com.opengamma.strata.collect.result.FailureItem
The meta-bean for FailureItem.
meta() - Static method in class com.opengamma.strata.collect.result.Result
The meta-bean for Result.
meta() - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
The meta-bean for DoublesPair.
meta() - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
The meta-bean for IntDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
The meta-bean for LongDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
The meta-bean for ObjectDoublePair.
meta() - Static method in class com.opengamma.strata.collect.tuple.Pair
The meta-bean for Pair.
meta() - Static method in class com.opengamma.strata.collect.tuple.Triple
The meta-bean for Triple.
meta() - Static method in class com.opengamma.strata.engine.CalculationRules
The meta-bean for CalculationRules.
meta() - Static method in class com.opengamma.strata.engine.calculations.CalculationResult
The meta-bean for CalculationResult.
meta() - Static method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
The meta-bean for CurrencyValuesArray.
meta() - Static method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
The meta-bean for DefaultScenarioResult.
meta() - Static method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
The meta-bean for FxConvertibleList.
meta() - Static method in class com.opengamma.strata.engine.calculations.MissingMappingId
The meta-bean for MissingMappingId.
meta() - Static method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
The meta-bean for NoMatchingRuleId.
meta() - Static method in class com.opengamma.strata.engine.calculations.Results
The meta-bean for Results.
meta() - Static method in class com.opengamma.strata.engine.Column
The meta-bean for Column.
meta() - Static method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
The meta-bean for AllTargetsMarketDataRule.
meta() - Static method in class com.opengamma.strata.engine.config.CalculationTaskConfig
The meta-bean for CalculationTaskConfig.
meta() - Static method in class com.opengamma.strata.engine.config.CalculationTasksConfig
The meta-bean for CalculationTasksConfig.
meta() - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
The meta-bean for DefaultMarketDataRule.
meta() - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
The meta-bean for DefaultMarketDataRules.
meta() - Static method in class com.opengamma.strata.engine.config.FunctionConfig
The meta-bean for FunctionConfig.
meta() - Static method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
The meta-bean for DefaultFunctionGroup.
meta() - Static method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
The meta-bean for DefaultPricingRules.
meta() - Static method in class com.opengamma.strata.engine.config.pricing.PricingRule
The meta-bean for PricingRule.
meta() - Static method in class com.opengamma.strata.engine.marketdata.BaseMarketData
The meta-bean for BaseMarketData.
meta() - Static method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
The meta-bean for BaseMarketDataResult.
meta() - Static method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
The meta-bean for CalculationRequirements.
meta() - Static method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
The meta-bean for MarketDataConfig.
meta() - Static method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
The meta-bean for DefaultMarketDataMappings.
meta() - Static method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
The meta-bean for MarketDataEnvironment.
meta() - Static method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
The meta-bean for MarketDataRequirements.
meta() - Static method in class com.opengamma.strata.engine.marketdata.Observables
The meta-bean for Observables.
meta() - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
The meta-bean for ScenarioMarketData.
Meta() - Constructor for class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
The meta-bean for ScenarioMarketDataResult.
meta() - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
The meta-bean for PerturbationMapping.
meta() - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
The meta-bean for ScenarioDefinition.
meta() - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
The meta-bean for LoadedCurveKey.
meta() - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
The meta-bean for LoadedCurveName.
meta() - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
The meta-bean for LoadedCurveNode.
meta() - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
The meta-bean for LoadedCurveSettings.
meta() - Static method in class com.opengamma.strata.examples.report.TradePortfolio
The meta-bean for TradePortfolio.
meta() - Static method in class com.opengamma.strata.finance.credit.Cds
The meta-bean for Cds.
meta() - Static method in class com.opengamma.strata.finance.credit.CdsTrade
The meta-bean for CdsTrade.
meta() - Static method in class com.opengamma.strata.finance.credit.ExpandedCds
The meta-bean for ExpandedCds.
Meta() - Constructor for class com.opengamma.strata.finance.credit.ExpandedCds.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.finance.credit.FeeLeg
The meta-bean for FeeLeg.
meta() - Static method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
The meta-bean for IndexReferenceInformation.
meta() - Static method in class com.opengamma.strata.finance.credit.PeriodicPayments
The meta-bean for PeriodicPayments.
meta() - Static method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
The meta-bean for SingleNameReferenceInformation.
meta() - Static method in class com.opengamma.strata.finance.credit.SinglePayment
The meta-bean for SinglePayment.
meta() - Static method in class com.opengamma.strata.finance.equity.Equity
The meta-bean for Equity.
meta() - Static method in class com.opengamma.strata.finance.equity.EquityFuture
The meta-bean for EquityFuture.
meta() - Static method in class com.opengamma.strata.finance.equity.EquityFutureTrade
The meta-bean for EquityFutureTrade.
meta() - Static method in class com.opengamma.strata.finance.equity.EquityTrade
The meta-bean for EquityTrade.
meta() - Static method in class com.opengamma.strata.finance.future.GenericFuture
The meta-bean for GenericFuture.
meta() - Static method in class com.opengamma.strata.finance.future.GenericFutureOption
The meta-bean for GenericFutureOption.
meta() - Static method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
The meta-bean for GenericFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.finance.future.GenericFutureTrade
The meta-bean for GenericFutureTrade.
meta() - Static method in class com.opengamma.strata.finance.fx.ExpandedFx
The meta-bean for ExpandedFx.
meta() - Static method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
The meta-bean for ExpandedFxNonDeliverableForward.
meta() - Static method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
The meta-bean for ExpandedFxSwap.
meta() - Static method in class com.opengamma.strata.finance.fx.Fx
The meta-bean for Fx.
meta() - Static method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
The meta-bean for FxNonDeliverableForward.
meta() - Static method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
The meta-bean for FxNonDeliverableForwardTrade.
meta() - Static method in class com.opengamma.strata.finance.fx.FxPayment
The meta-bean for FxPayment.
meta() - Static method in class com.opengamma.strata.finance.fx.FxSwap
The meta-bean for FxSwap.
meta() - Static method in class com.opengamma.strata.finance.fx.FxSwapTrade
The meta-bean for FxSwapTrade.
meta() - Static method in class com.opengamma.strata.finance.fx.FxTrade
The meta-bean for FxTrade.
meta() - Static method in class com.opengamma.strata.finance.fx.FxVanillaOption
The meta-bean for FxVanillaOption.
Meta() - Constructor for class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
The meta-bean for FxVanillaOptionTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
The meta-bean for ExpandedIborFixingDeposit.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
The meta-bean for ExpandedTermDeposit.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
The meta-bean for IborFixingDeposit.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
The meta-bean for IborFixingDepositConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
The meta-bean for IborFixingDepositTemplate.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
The meta-bean for IborFixingDepositTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
The meta-bean for TermDeposit.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
The meta-bean for TermDepositConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
The meta-bean for TermDepositTemplate.
meta() - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
The meta-bean for TermDepositTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.FixedRateObservation
The meta-bean for FixedRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
The meta-bean for ExpandedFra.
meta() - Static method in class com.opengamma.strata.finance.rate.fra.Fra
The meta-bean for Fra.
meta() - Static method in class com.opengamma.strata.finance.rate.fra.FraConvention
The meta-bean for FraConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.fra.FraTemplate
The meta-bean for FraTemplate.
meta() - Static method in class com.opengamma.strata.finance.rate.fra.FraTrade
The meta-bean for FraTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.future.IborFuture
The meta-bean for IborFuture.
meta() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureOption
The meta-bean for IborFutureOption.
Meta() - Constructor for class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
The meta-bean for IborFutureOptionTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
The meta-bean for IborFutureTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing
The meta-bean for IborAveragedFixing.
meta() - Static method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
The meta-bean for IborAveragedRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
The meta-bean for IborInterpolatedRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.IborRateObservation
The meta-bean for IborRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
The meta-bean for InflationInterpolatedRateObservation.
Meta() - Constructor for class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
The meta-bean for InflationMonthlyRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
The meta-bean for OvernightAveragedRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
The meta-bean for OvernightCompoundedRateObservation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
The meta-bean for ExpandedSwap.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
The meta-bean for ExpandedSwapLeg.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
The meta-bean for FixedRateCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.FxReset
The meta-bean for FxReset.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
The meta-bean for FxResetCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
The meta-bean for FxResetNotionalExchange.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
The meta-bean for IborRateCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
The meta-bean for InflationRateCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
The meta-bean for NotionalExchange.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
The meta-bean for NotionalSchedule.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
The meta-bean for OvernightRateCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
The meta-bean for PaymentSchedule.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
The meta-bean for RateAccrualPeriod.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
The meta-bean for RateCalculationSwapLeg.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
The meta-bean for RatePaymentPeriod.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
The meta-bean for RatePeriodSwapLeg.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
The meta-bean for ResetSchedule.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.StubCalculation
The meta-bean for StubCalculation.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.Swap
The meta-bean for Swap.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.SwapTrade
The meta-bean for SwapTrade.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
The meta-bean for FixedIborSwapConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
The meta-bean for FixedIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
The meta-bean for FixedRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
The meta-bean for IborIborSwapConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
The meta-bean for IborIborSwapTemplate.
meta() - Static method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
The meta-bean for IborRateSwapLegConvention.
meta() - Static method in class com.opengamma.strata.finance.rate.swaption.Swaption
The meta-bean for Swaption.
Meta() - Constructor for class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
The meta-bean for SwaptionTrade.
meta() - Static method in class com.opengamma.strata.finance.SecurityLink
The meta-bean for SecurityLink.
meta() - Static method in class com.opengamma.strata.finance.TradeInfo
The meta-bean for TradeInfo.
meta() - Static method in class com.opengamma.strata.finance.UnitSecurity
The meta-bean for UnitSecurity.
meta() - Static method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
The meta-bean for RootFinderConfig.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
The meta-bean for DiscountingCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
The meta-bean for RateIndexCurveMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
The meta-bean for ZeroRateDiscountFactorsMapping.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
The meta-bean for AnyCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
The meta-bean for AnyDiscountCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
The meta-bean for AnyIndexForwardCurveFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
The meta-bean for CurveNameFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
The meta-bean for CurveParallelShift.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
The meta-bean for CurvePointShift.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
The meta-bean for CurveRateIndexFilter.
meta() - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
The meta-bean for RateCurveCurrencyFilter.
meta() - Static method in class com.opengamma.strata.market.amount.CashFlow
The meta-bean for CashFlow.
meta() - Static method in class com.opengamma.strata.market.amount.CashFlows
The meta-bean for CashFlows.
meta() - Static method in class com.opengamma.strata.market.amount.LegAmounts
The meta-bean for LegAmounts.
meta() - Static method in class com.opengamma.strata.market.amount.SwapLegAmount
The meta-bean for SwapLegAmount.
Meta() - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
The meta-bean for CurveGroupConfig.
meta() - Static method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
The meta-bean for CurveGroupEntry.
meta() - Static method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
The meta-bean for FixedIborSwapCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.config.FraCurveNode
The meta-bean for FraCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
The meta-bean for IborFixingDepositCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
The meta-bean for InterpolatedCurveConfig.
meta() - Static method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
The meta-bean for TermDepositCurveNode.
meta() - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
The meta-bean for ConstantNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.CurveGroup
The meta-bean for CurveGroup.
meta() - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
The meta-bean for DefaultCurveMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
The meta-bean for FuturesExpiryCurveNodeId.
meta() - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
The meta-bean for InterpolatedNodalCurve.
meta() - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
The meta-bean for IsdaCreditCurveParRates.
meta() - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
The meta-bean for IsdaYieldCurveParRates.
meta() - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
The meta-bean for ParallelShiftedCurve.
meta() - Static method in class com.opengamma.strata.market.curve.ParRates
The meta-bean for ParRates.
meta() - Static method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
The meta-bean for SimpleCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeId
The meta-bean for TenorCurveNodeId.
meta() - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
The meta-bean for TenorCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
The meta-bean for YearMonthCurveNodeMetadata.
meta() - Static method in class com.opengamma.strata.market.explain.ExplainMap
The meta-bean for ExplainMap.
meta() - Static method in class com.opengamma.strata.market.id.CurveGroupId
The meta-bean for CurveGroupId.
meta() - Static method in class com.opengamma.strata.market.id.DiscountCurveId
The meta-bean for DiscountCurveId.
meta() - Static method in class com.opengamma.strata.market.id.IndexRateId
The meta-bean for IndexRateId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
The meta-bean for IsdaIndexCreditCurveParRatesId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
The meta-bean for IsdaSingleNameCreditCurveParRatesId.
meta() - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
The meta-bean for IsdaYieldCurveParRatesId.
meta() - Static method in class com.opengamma.strata.market.id.ParRatesId
The meta-bean for ParRatesId.
meta() - Static method in class com.opengamma.strata.market.id.QuoteId
The meta-bean for QuoteId.
meta() - Static method in class com.opengamma.strata.market.id.RateIndexCurveId
The meta-bean for RateIndexCurveId.
meta() - Static method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
The meta-bean for ZeroRateDiscountFactorsId.
meta() - Static method in class com.opengamma.strata.market.key.DiscountCurveKey
The meta-bean for DiscountCurveKey.
meta() - Static method in class com.opengamma.strata.market.key.DiscountFactorsKey
The meta-bean for DiscountFactorsKey.
meta() - Static method in class com.opengamma.strata.market.key.FxIndexRatesKey
The meta-bean for FxIndexRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.IborIndexRatesKey
The meta-bean for IborIndexRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.IndexRateKey
The meta-bean for IndexRateKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
The meta-bean for IsdaIndexCreditCurveParRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
The meta-bean for IsdaSingleNameCreditCurveParRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
The meta-bean for IsdaYieldCurveParRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
The meta-bean for OvernightIndexRatesKey.
meta() - Static method in class com.opengamma.strata.market.key.PriceIndexValuesKey
The meta-bean for PriceIndexValuesKey.
meta() - Static method in class com.opengamma.strata.market.key.QuoteKey
The meta-bean for QuoteKey.
meta() - Static method in class com.opengamma.strata.market.key.RateIndexCurveKey
The meta-bean for RateIndexCurveKey.
meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
The meta-bean for CurveCurrencyParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
The meta-bean for CurveCurrencyParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
The meta-bean for CurveUnitParameterSensitivities.
meta() - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
The meta-bean for CurveUnitParameterSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
The meta-bean for FxIndexSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
The meta-bean for IborFutureOptionSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
The meta-bean for IborRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
The meta-bean for InflationRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
The meta-bean for OvernightRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
The meta-bean for PointSensitivities.
meta() - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
The meta-bean for ZeroRateSensitivity.
meta() - Static method in class com.opengamma.strata.market.value.DiscountFxIndexRates
The meta-bean for DiscountFxIndexRates.
meta() - Static method in class com.opengamma.strata.market.value.DiscountIborIndexRates
The meta-bean for DiscountIborIndexRates.
meta() - Static method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
The meta-bean for DiscountOvernightIndexRates.
meta() - Static method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
The meta-bean for ForwardPriceIndexValues.
meta() - Static method in class com.opengamma.strata.market.value.SimpleDiscountFactors
The meta-bean for SimpleDiscountFactors.
meta() - Static method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
The meta-bean for ZeroRateDiscountFactors.
meta() - Static method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
The meta-bean for NormalVolatilityExpiryTenorSwaptionProvider.
Meta() - Constructor for class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
meta() - Static method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
The meta-bean for ImmutableRatesProvider.
meta() - Static method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
The meta-bean for SwaptionSensitivity.
meta() - Static method in class com.opengamma.strata.report.cashflow.CashFlowReport
The meta-bean for CashFlowReport.
Meta() - Constructor for class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.format.FormatSettings
The meta-bean for FormatSettings.
Meta() - Constructor for class com.opengamma.strata.report.format.FormatSettings.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.ReportCalculationResults
The meta-bean for ReportCalculationResults.
Meta() - Constructor for class com.opengamma.strata.report.ReportCalculationResults.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.ReportRequirements
The meta-bean for ReportRequirements.
Meta() - Constructor for class com.opengamma.strata.report.ReportRequirements.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReport
The meta-bean for TradeReport.
Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReport.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReportColumn
The meta-bean for TradeReportColumn.
Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn.Meta
Restricted constructor.
meta() - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
The meta-bean for TradeReportTemplate.
Meta() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
Restricted constructor.
metaBean() - Method in class com.opengamma.strata.basics.currency.FxRate
 
metaBean() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
metaBean() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
metaBean() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
metaBean() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
metaBean() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
metaBean() - Method in class com.opengamma.strata.basics.market.FxRateId
 
metaBean() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
metaBean() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
metaBean() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
metaBean() - Method in class com.opengamma.strata.basics.value.ValueStep
 
metaBean() - Method in class com.opengamma.strata.collect.id.StandardId
 
metaBean() - Method in class com.opengamma.strata.collect.id.StandardLink
 
metaBean() - Method in class com.opengamma.strata.collect.range.LocalDateRange
 
metaBean() - Method in class com.opengamma.strata.collect.result.Failure
 
metaBean() - Method in class com.opengamma.strata.collect.result.FailureItem
 
metaBean() - Method in class com.opengamma.strata.collect.result.Result
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.Pair
 
metaBean() - Method in class com.opengamma.strata.collect.tuple.Triple
 
metaBean() - Method in class com.opengamma.strata.engine.CalculationRules
 
metaBean() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
 
metaBean() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
 
metaBean() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
 
metaBean() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
 
metaBean() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
 
metaBean() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
 
metaBean() - Method in class com.opengamma.strata.engine.calculations.Results
 
metaBean() - Method in class com.opengamma.strata.engine.Column
 
metaBean() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
 
metaBean() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
 
metaBean() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
 
metaBean() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
 
metaBean() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
 
metaBean() - Method in class com.opengamma.strata.engine.config.FunctionConfig
 
metaBean() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
 
metaBean() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
 
metaBean() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.Observables
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
 
metaBean() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
 
metaBean() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
 
metaBean() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
 
metaBean() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
 
metaBean() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
 
metaBean() - Method in class com.opengamma.strata.examples.report.TradePortfolio
 
metaBean() - Method in class com.opengamma.strata.finance.credit.Cds
 
metaBean() - Method in class com.opengamma.strata.finance.credit.CdsTrade
 
metaBean() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
 
metaBean() - Method in class com.opengamma.strata.finance.credit.FeeLeg
 
metaBean() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
 
metaBean() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
 
metaBean() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
 
metaBean() - Method in class com.opengamma.strata.finance.credit.SinglePayment
 
metaBean() - Method in class com.opengamma.strata.finance.equity.Equity
 
metaBean() - Method in class com.opengamma.strata.finance.equity.EquityFuture
 
metaBean() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
 
metaBean() - Method in class com.opengamma.strata.finance.equity.EquityTrade
 
metaBean() - Method in class com.opengamma.strata.finance.future.GenericFuture
 
metaBean() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
 
metaBean() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
 
metaBean() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
 
metaBean() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
 
metaBean() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
 
metaBean() - Method in class com.opengamma.strata.finance.fx.Fx
 
metaBean() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
 
metaBean() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
 
metaBean() - Method in class com.opengamma.strata.finance.fx.FxPayment
 
metaBean() - Method in class com.opengamma.strata.finance.fx.FxSwap
 
metaBean() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
 
metaBean() - Method in class com.opengamma.strata.finance.fx.FxTrade
 
metaBean() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
 
metaBean() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
 
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
 
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
 
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
 
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
 
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
 
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
 
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
 
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
 
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
 
metaBean() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
 
metaBean() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
 
metaBean() - Method in class com.opengamma.strata.finance.rate.fra.Fra
 
metaBean() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
 
metaBean() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
 
metaBean() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
 
metaBean() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
 
metaBean() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
 
metaBean() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
 
metaBean() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
 
metaBean() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
 
metaBean() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.Swap
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
 
metaBean() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
 
metaBean() - Method in class com.opengamma.strata.finance.SecurityLink
 
metaBean() - Method in class com.opengamma.strata.finance.TradeInfo
 
metaBean() - Method in class com.opengamma.strata.finance.UnitSecurity
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
 
metaBean() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
 
metaBean() - Method in class com.opengamma.strata.market.amount.CashFlow
 
metaBean() - Method in class com.opengamma.strata.market.amount.CashFlows
 
metaBean() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
metaBean() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
metaBean() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
 
metaBean() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
 
metaBean() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
 
metaBean() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
 
metaBean() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
metaBean() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
 
metaBean() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
 
metaBean() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
 
metaBean() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
metaBean() - Method in class com.opengamma.strata.market.curve.ParRates
 
metaBean() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
 
metaBean() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
 
metaBean() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
metaBean() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
metaBean() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
metaBean() - Method in class com.opengamma.strata.market.id.IndexRateId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
 
metaBean() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
 
metaBean() - Method in class com.opengamma.strata.market.id.ParRatesId
 
metaBean() - Method in class com.opengamma.strata.market.id.QuoteId
 
metaBean() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
 
metaBean() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
 
metaBean() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
metaBean() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
 
metaBean() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
 
metaBean() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
 
metaBean() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
 
metaBean() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
 
metaBean() - Method in class com.opengamma.strata.market.key.QuoteKey
 
metaBean() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
metaBean() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
metaBean() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
 
metaBean() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
metaBean() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
metaBean() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
metaBean() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
metaBean() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
metaBean() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
metaBean() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
metaBean() - Method in class com.opengamma.strata.report.format.FormatSettings
 
metaBean() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
metaBean() - Method in class com.opengamma.strata.report.ReportRequirements
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReport
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
metaBean() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.config.CurveConfig
Returns the curve metadata.
metadata(LocalDate) - Method in interface com.opengamma.strata.market.curve.config.CurveNode
Returns metadata for the node.
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
 
metadata(LocalDate) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
 
metadata() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
The meta-property for the metadata property.
metadata(CurveMetadata) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the metadata property in the builder.
metadata() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the metadata property.
metadata() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
The meta-property for the metadata property.
metadata() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
The meta-property for the metadata property.
metaDefaultFunctionGroup(Class<R>) - Static method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
The meta-bean for DefaultFunctionGroup.
metaDefaultScenarioResult(Class<R>) - Static method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
The meta-bean for DefaultScenarioResult.
metaFunctionConfig(Class<R>) - Static method in class com.opengamma.strata.engine.config.FunctionConfig
The meta-bean for FunctionConfig.
metaObjectDoublePair(Class<R>) - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
The meta-bean for ObjectDoublePair.
metaPair(Class<R>, Class<S>) - Static method in class com.opengamma.strata.collect.tuple.Pair
The meta-bean for Pair.
metaPerturbationMapping(Class<R>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
The meta-bean for PerturbationMapping.
metaPricingRule(Class<R>) - Static method in class com.opengamma.strata.engine.config.pricing.PricingRule
The meta-bean for PricingRule.
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.CalculationRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.calculations.Results.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.Column.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.Cds.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.equity.Equity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.Fx.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.SecurityLink.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.TradeInfo.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.ParRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
metaPropertyGet(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.result.Result.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.CalculationRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.calculations.Results.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.Column.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.equity.Equity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.Fx.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.SecurityLink.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.ParRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
metaPropertyMap() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
metaResult(Class<R>) - Static method in class com.opengamma.strata.collect.result.Result
The meta-bean for Result.
metaSecurityLink(Class<R>) - Static method in class com.opengamma.strata.finance.SecurityLink
The meta-bean for SecurityLink.
metaStandardLink(Class<R>) - Static method in class com.opengamma.strata.collect.id.StandardLink
The meta-bean for StandardLink.
metaTriple(Class<R>, Class<S>, Class<T>) - Static method in class com.opengamma.strata.collect.tuple.Triple
The meta-bean for Triple.
metaUnitSecurity(Class<R>) - Static method in class com.opengamma.strata.finance.UnitSecurity
The meta-bean for UnitSecurity.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount subtracted.
minus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
minus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount subtracted.
missing() - Static method in class com.opengamma.strata.engine.config.FunctionConfig
Returns configuration for a function that is used when no function is configured to calculate a value.
MissingConfigCalculationFunction - Class in com.opengamma.strata.engine.config
Function used when there is no function registered that can calculate a requested value.
MissingConfigCalculationFunction() - Constructor for class com.opengamma.strata.engine.config.MissingConfigCalculationFunction
 
MissingDataAwareFeedIdMapping - Class in com.opengamma.strata.engine.marketdata.mapping
ID mapping that returns the input ID if it has the feed MarketDataFeed.NO_RULE else it delegates to another instance to perform the mapping.
MissingDataAwareFeedIdMapping(FeedIdMapping) - Constructor for class com.opengamma.strata.engine.marketdata.mapping.MissingDataAwareFeedIdMapping
 
MissingDataAwareObservableFunction - Class in com.opengamma.strata.engine.marketdata.functions
Observable market data function that handles data that can't be built because there was no market data rule for the calculation.
MissingDataAwareObservableFunction(ObservableMarketDataFunction) - Constructor for class com.opengamma.strata.engine.marketdata.functions.MissingDataAwareObservableFunction
 
MissingDataAwareTimeSeriesProvider - Class in com.opengamma.strata.engine.marketdata.functions
Time series provider that handles data that can't be looked up because there was no market data rule for the calculation.
MissingDataAwareTimeSeriesProvider(TimeSeriesProvider) - Constructor for class com.opengamma.strata.engine.marketdata.functions.MissingDataAwareTimeSeriesProvider
 
MissingExampleDataException - Exception in com.opengamma.strata.examples.data
Runtime exception used by the example market data loader to indicate that required example data is missing.
MissingExampleDataException(String) - Constructor for exception com.opengamma.strata.examples.data.MissingExampleDataException
Creates an exception with the name of the missing example data resource.
MissingMapping - Class in com.opengamma.strata.engine.marketdata.mapping
Market data mapping implementation used when there is no mapping for a key.
MissingMappingId - Class in com.opengamma.strata.engine.calculations
Market data ID that wraps a key for which there is no market data mapping.
MissingMappingId.Meta - Class in com.opengamma.strata.engine.calculations
The meta-bean for MissingMappingId.
MissingMappingMarketDataFunction - Class in com.opengamma.strata.engine.marketdata.functions
Market data function that creates failures with helpful error messages when there is no mapping for an item of market data requested by a calculation.
MODIFIED_FOLLOWING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedFollowing' convention which adjusts to the next business day without crossing month end.
MODIFIED_FOLLOWING_BI_MONTHLY - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedFollowingBiMonthly' convention which adjusts to the next business day without crossing mid-month or month end.
MODIFIED_PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'ModifiedPreceding' convention which adjusts to the previous business day without crossing month start.
modifyingValue() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
The meta-property for the modifyingValue property.
MultiCurrencyAmount - Class in com.opengamma.strata.basics.currency
A map of currency amounts keyed by currency.
MultiCurrencyAmount.Meta - Class in com.opengamma.strata.basics.currency
The meta-bean for MultiCurrencyAmount.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the amount multiplied.
multipliedBy(double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with all the amounts multiplied by the factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(Currency, double) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Returns an instance in the specified currency with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Returns an instance with the sensitivity values multiplied by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Multiplies the sensitivities in this instance by the specified factor.
multipliedBy(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Multiplies the sensitivities in this builder by the specified factor.
multipliedBy(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
MutablePointSensitivities - Class in com.opengamma.strata.market.sensitivity
Mutable builder for sensitivity to a group of curves.
MutablePointSensitivities() - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an empty instance.
MutablePointSensitivities(PointSensitivity) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an instance with the specified sensitivity.
MutablePointSensitivities(List<? extends PointSensitivity>) - Constructor for class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Creates an instance with the specified sensitivities.
mutate(double[], DoubleUnaryOperator) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Mutates each element in the array using an operator by mutation.
mutateByAddition(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Adds a constant value to each element in the array by mutation.
mutateByMultiplication(double[], double) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Multiplies each element in the array by a value by mutation.
MX - Static variable in class com.opengamma.strata.basics.location.Country
The country 'MX' - Mexico.
MXN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'MXN' - Mexican Peso.
MY - Static variable in class com.opengamma.strata.basics.location.Country
The country 'MY' - Malaysia.
MYR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'MYR' - Malaysian Ringgit.

N

name() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
Sets the name property in the builder.
name() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
Sets the name property in the builder.
name() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the name property in the builder.
name() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the name property in the builder.
name() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the name property.
name(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroupBuilder
Sets the name of the function group.
name(FunctionGroupName) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroupBuilder
Sets the name of the function group.
name(String) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
Sets the name property in the builder.
name() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
The meta-property for the name property.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfigBuilder
Sets the name of the curve group configuration.
name(CurveName) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
Sets the name property in the builder.
name() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
The meta-property for the name property.
name(CurveGroupName) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
Sets the name property in the builder.
name() - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
The meta-property for the name property.
name() - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
The meta-property for the name property.
Named - Interface in com.opengamma.strata.collect.named
A named instance.
NamedLookup<T extends Named> - Interface in com.opengamma.strata.collect.named
A lookup for named instances.
NEAREST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Nearest' convention which adjusts Sunday and Monday forward, and other days backward.
nearLeg() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
The meta-property for the nearLeg property.
nearLeg() - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
The meta-property for the nearLeg property.
negate() - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that negates the result of this predicate.
negate() - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that negates the result of this predicate.
negate() - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that negates the result of this predicate.
negated() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the amount negated.
negated() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this CurrencyAmount with the amount negated.
negative() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with a negative amount.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the negativeRateMethod property in the builder.
negativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the negativeRateMethod property.
NegativeRateMethod - Enum in com.opengamma.strata.finance.rate.swap
A convention defining how to handle a negative interest rate.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
Sets the negativeRateMethod property in the builder.
negativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
The meta-property for the negativeRateMethod property.
negativeRateMethod(NegativeRateMethod) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
Sets the negativeRateMethod property in the builder.
negativeRateMethod() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
The meta-property for the negativeRateMethod property.
next(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day, always returning a later date.
next(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
next(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Calculates the next date in the sequence after the input date.
nextLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
Obtains a date adjuster that finds the next leap day after the input date.
nextOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day, returning the input date if it is a business day.
nextOrSameLeapDay() - Static method in class com.opengamma.strata.basics.date.DateAdjusters
Obtains a date adjuster that finds the next leap day on or after the input date.
nextSameOrLastInMonth(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the next business day within the month, returning the input date if it is a business day, or the last business day of the month if the next business day is in a different month.
nextSameOrLastInMonth(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
NL - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'NL' - Netherlands.
NL_365 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The 'NL/365' day count, which divides the actual number of days omitting leap days by 365.
NO - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'NO' - Norway.
NO_ADJUST - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'NoAdjust' convention which makes no adjustment.
NO_HOLIDAYS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring no holidays and no weekends.
NO_RULE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed
A market data feed used to indicate there are no market data rules for a calculation.
NO_SEASONALITY - Static variable in class com.opengamma.strata.market.value.ForwardPriceIndexValues
The list used when there is no seasonality.
NodalCurve - Interface in com.opengamma.strata.market.curve
A curve based on double nodal points.
nodes(List<CurveNode>) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
Sets the nodes property in the builder.
nodes(CurveNode...) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
Sets the nodes property in the builder from an array of objects.
nodes() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
The meta-property for the nodes property.
nodeSensitivity(IborFutureOptionSensitivity) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Computes the sensitivity to the nodes used in the description of the normal volatility from a point sensitivity.
NOK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'NOK' - Norwegian Krone.
NoMatchingRuleId - Class in com.opengamma.strata.engine.calculations
A market data ID indicating that there was no market matching data rule for a calculation so no market data can be built.
NoMatchingRuleId.Meta - Class in com.opengamma.strata.engine.calculations
The meta-bean for NoMatchingRuleId.
NoMatchingRulesMarketDataFunction - Class in com.opengamma.strata.engine.marketdata
Market data function that creates failures with helpful error messages when the market data rules don't match a calculation target and there are no market data mappings.
NONE - Static variable in class com.opengamma.strata.basics.date.BusinessDayAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.date.DaysAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdditionConventions
No specific rule applies.
NONE - Static variable in class com.opengamma.strata.basics.date.PeriodAdjustment
An instance that performs no adjustment.
NONE - Static variable in class com.opengamma.strata.basics.market.MarketDataFeed
A market data feed used where a feed is required but no data is expected to be requested.
NONE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'None' roll convention.
none() - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance that performs no rounding.
NONE - Static variable in class com.opengamma.strata.basics.value.ValueAdjustment
An instance that makes no adjustment to the value.
none() - Static method in interface com.opengamma.strata.collect.id.LinkResolver
Obtains a link resolver that is unable to resolve any links.
none() - Static method in interface com.opengamma.strata.engine.marketdata.functions.ObservableMarketDataFunction
Returns a builder that doesn't build any market data.
none() - Static method in interface com.opengamma.strata.engine.marketdata.functions.TimeSeriesProvider
Returns a time-series provider that is unable to source any time-series.
none() - Static method in interface com.opengamma.strata.engine.marketdata.scenarios.Perturbation
Returns a perturbation that returns its input unchanged.
NONE - Static variable in class com.opengamma.strata.finance.rate.swap.StubCalculation
An instance that has no special rate handling.
NONE - Static variable in class com.opengamma.strata.market.amount.CashFlows
A cash flows instance to be used when there is no cash flow.
none() - Static method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns a builder representing no sensitivity.
nonObservables() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
The meta-property for the nonObservables property.
noNulls(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and contains no nulls.
noNulls(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument collection is non-null and contains no nulls.
noNulls(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument map is non-null and contains no nulls.
NORMAL - Static variable in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta
Normal model pricing function.
NormalIborFutureOptionMarginedProductPricer - Class in com.opengamma.strata.pricer.rate.future
Pricer of options on Ibor future with a normal model on the underlying future price.
NormalIborFutureOptionMarginedProductPricer(DiscountingIborFutureProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer
Creates an instance.
NormalIborFutureOptionMarginedTradePricer - Class in com.opengamma.strata.pricer.rate.future
Pricer implementation for Ibor future option.
NormalIborFutureOptionMarginedTradePricer(NormalIborFutureOptionMarginedProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer
Creates an instance.
normalize(double) - Method in enum com.opengamma.strata.basics.BuySell
Normalizes the specified notional amount using this buy/sell rule.
normalize(double) - Method in enum com.opengamma.strata.basics.PayReceive
Normalizes the specified notional amount using this pay/receive rule.
normalize() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
normalize() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Normalizes the point sensitivities by sorting and merging, mutating the internal list.
normalize() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
normalize() - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Normalizes the point sensitivities by sorting and merging.
normalize() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
normalize() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
normalized() - Method in class com.opengamma.strata.basics.date.Tenor
Normalizes the months and years of this tenor.
normalized() - Method in class com.opengamma.strata.basics.schedule.Frequency
Normalizes the months and years of this tenor.
normalized() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Normalizes the point sensitivities by sorting and merging.
NormalSwaptionProductPricerBeta - Class in com.opengamma.strata.pricer.rate.swaption
Pricer for swaption in a normal model on the swap rate.
NormalSwaptionProductPricerBeta(DiscountingSwapProductPricer) - Constructor for class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta
Creates an instance.
NormalSwaptionTradePricerBeta - Class in com.opengamma.strata.pricer.rate.swaption
Pricer for swaption trade in a normal model on the swap rate.
NormalSwaptionTradePricerBeta() - Constructor for class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionTradePricerBeta
 
NormalVolatilityExpiryTenorSwaptionProvider - Class in com.opengamma.strata.pricer.provider
Volatility environment for swaptions in the normal or Bachelier model.
NormalVolatilityExpiryTenorSwaptionProvider(NormalVolatilityExpiryTenorSwaptionProvider.Builder) - Constructor for class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
Restricted constructor.
NormalVolatilityExpiryTenorSwaptionProvider.Meta - Class in com.opengamma.strata.pricer.provider
The meta-bean for NormalVolatilityExpiryTenorSwaptionProvider.
NormalVolatilityExpSimpleMoneynessIborFutureProvider - Class in com.opengamma.strata.pricer.rate.future
Data provider of volatility for Ibor future options in the normal or Bachelier model.
NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder - Class in com.opengamma.strata.pricer.rate.future
The bean-builder for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta - Class in com.opengamma.strata.pricer.rate.future
The meta-bean for NormalVolatilityExpSimpleMoneynessIborFutureProvider.
NormalVolatilityIborFutureProvider - Interface in com.opengamma.strata.pricer.rate.future
Data provider of volatility for Ibor future options in the normal or Bachelier model.
NormalVolatilitySwaptionProvider - Interface in com.opengamma.strata.pricer.provider
Volatility environment for swaption in the normal or Bachelier model.
NORTH_AMERICAN_USD - Static variable in class com.opengamma.strata.finance.credit.type.CdsConventions
The North American USD CDS convention.
not(Predicate<R>) - Static method in class com.opengamma.strata.collect.Guavate
Returns a predicate that negates the original.
notBlank(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and not blank.
notEmpty(String, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null and not empty.
notEmpty(T[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(int[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(long[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(double[], String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument array is non-null and not empty.
notEmpty(I, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument iterable is non-null and not empty.
notEmpty(C, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument collection is non-null and not empty.
notEmpty(M, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument map is non-null and not empty.
notional(double) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the notional property.
notional - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
The notional amount used to calculate fee payments.
notional(CurrencyAmount) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
The meta-property for the notional property.
notional(double) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
Sets the notional property in the builder.
notional() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
The meta-property for the notional property.
NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The effective notional, which may be converted from the contract notional in the case of FX reset.
NotionalExchange - Class in com.opengamma.strata.finance.rate.swap
An exchange of notionals between two counterparties.
NotionalExchange.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for NotionalExchange.
NotionalExchange.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for NotionalExchange.
NotionalSchedule - Class in com.opengamma.strata.finance.rate.swap
Defines the schedule of notional amounts.
notionalSchedule(NotionalSchedule) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
Sets the notionalSchedule property in the builder.
notionalSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
The meta-property for the notionalSchedule property.
NotionalSchedule.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for NotionalSchedule.
NotionalSchedule.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for NotionalSchedule.
notNegative(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegative(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegative(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative.
notNegativeOrZero(int, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(long, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not negative or zero.
notNegativeOrZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is greater than zero to within a given accuracy.
notNull(T, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified argument is non-null.
notNullItem(T) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the specified item is non-null.
notZero(double, double, String) - Static method in class com.opengamma.strata.collect.ArgChecker
Checks that the argument is not equal to zero to within a given accuracy.
NYFD - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for the Federal Reserve Bank of New York, with code 'NYFD'.
NYSE - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for the New York Stock Exchange, with code 'NYSE'.
NZ - Static variable in class com.opengamma.strata.basics.location.Country
The country 'NZ' - New Zealand.
NZD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'NZD' - New Zealand Dollar.

O

ObjDoubleFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one double.
ObjDoublePredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one double.
ObjectDoublePair<A> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of an Object and double.
ObjectDoublePair.Meta<A> - Class in com.opengamma.strata.collect.tuple
The meta-bean for ObjectDoublePair.
ObjIntFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one int.
ObjIntPredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one int.
ObjLongFunction<T,R> - Interface in com.opengamma.strata.collect.function
A function of two arguments - one object and one long.
ObjLongPredicate<T> - Interface in com.opengamma.strata.collect.function
A predicate of two arguments - one object and one long.
ObservableId - Interface in com.opengamma.strata.basics.market
A market data identifier that identifies observable data.
ObservableKey - Interface in com.opengamma.strata.basics.market
A market data key that identifies observable data.
ObservableMarketDataFunction - Interface in com.opengamma.strata.engine.marketdata.functions
A function for building for items of observable market data.
observables() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
The meta-property for the observables property.
Observables - Class in com.opengamma.strata.engine.marketdata
A set of observable market data keyed by its MarketDataId.
Observables.Builder - Class in com.opengamma.strata.engine.marketdata
The bean-builder for Observables.
Observables.Meta - Class in com.opengamma.strata.engine.marketdata
The meta-bean for Observables.
OBSERVATIONS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of rate observations.
of(String) - Static method in enum com.opengamma.strata.basics.BuySell
Obtains the type from a unique name.
of(String) - Static method in class com.opengamma.strata.basics.currency.Currency
Obtains an instance of Currency for the specified ISO-4217 three letter currency code.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains an instance of CurrencyAmount for the specified currency and amount.
of(String, double) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains an instance of CurrencyAmount for the specified ISO-4217 three letter currency code and amount.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Obtains a currency pair from two currencies.
of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an FxMatrix containing a single FX rate.
of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Obtains an FxMatrix containing a single FX rate.
of(Currency, Currency, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
Obtains an FX rate from two currencies.
of(CurrencyPair, double) - Static method in class com.opengamma.strata.basics.currency.FxRate
Obtains an FX rate from a currency pair.
of(Currency, double) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains a MultiCurrencyAmount from a currency and amount.
of(CurrencyAmount...) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains a MultiCurrencyAmount from an array of CurrencyAmount objects.
of(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains a MultiCurrencyAmount from a list of CurrencyAmount objects.
of(Map<Currency, Double>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains a MultiCurrencyAmount from a map of currency to amount.
of(LocalDate) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
Obtains an instance with no business day adjustment.
of(LocalDate, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.AdjustableDate
Obtains an adjustable date.
of(BusinessDayConvention, HolidayCalendar) - Static method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Obtains an adjustment using a specific convention and calendar.
of(String) - Static method in interface com.opengamma.strata.basics.date.BusinessDayConvention
Obtains a BusinessDayConvention from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.DayCount
Obtains a DayCount from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.date.HolidayCalendar
Obtains a HolidayCalendar from a unique name.
of(String, Iterable<LocalDate>, DayOfWeek, DayOfWeek) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Obtains a HolidayCalendar from a set of holiday dates and weekend days.
of(String, Iterable<LocalDate>, Iterable<DayOfWeek>) - Static method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Obtains a HolidayCalendar from a set of holiday dates and weekend days.
of(String) - Static method in interface com.opengamma.strata.basics.date.PeriodAdditionConvention
Obtains a PeriodAdditionConvention from a unique name.
of(Period, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains a period adjustment that can adjust a date by the specified period.
of(Period) - Static method in class com.opengamma.strata.basics.date.Tenor
Obtains a Tenor from a Period.
of(Tenor, PeriodAdditionConvention, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains a tenor adjustment that can adjust a date by the specified tenor.
of(String) - Static method in interface com.opengamma.strata.basics.index.FxIndex
Obtains an FxIndex from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.IborIndex
Obtains a IborIndex from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.OvernightIndex
Obtains an OvernightIndex from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.index.PriceIndex
Obtains an PriceIndex from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.interpolator.CurveExtrapolator
Obtains a CurveExtrapolator from a unique name.
of(String) - Static method in interface com.opengamma.strata.basics.interpolator.CurveInterpolator
Obtains a CurveInterpolator from a unique name.
of(String) - Static method in class com.opengamma.strata.basics.location.Country
Obtains an instance of Country for the specified ISO-3166-1 alpha-2 two letter country code dynamically creating a country if necessary.
of(String) - Static method in enum com.opengamma.strata.basics.LongShort
Obtains the type from a unique name.
of(String) - Static method in class com.opengamma.strata.basics.market.FieldName
Obtains a FieldName by name.
of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateId
Creates an ID for the FX rate for a currency pair.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateId
Creates an ID for the FX rate for a currency pair.
of(CurrencyPair, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId
Creates an ID for the FX rate for a currency pair.
of(Currency, Currency, MarketDataFeed) - Static method in class com.opengamma.strata.basics.market.FxRateId
Creates an ID for the FX rate for a currency pair.
of(CurrencyPair) - Static method in class com.opengamma.strata.basics.market.FxRateKey
Creates a key to obtain the market FX rate associated with a currency pair.
of(Currency, Currency) - Static method in class com.opengamma.strata.basics.market.FxRateKey
Creates a key to obtain the market FX rate associated with a currency pair.
of(String) - Static method in class com.opengamma.strata.basics.market.MarketDataFeed
Obtains a MarketDataFeed by name.
of(String) - Static method in enum com.opengamma.strata.basics.PayReceive
Obtains the type from a unique name.
of(String) - Static method in enum com.opengamma.strata.basics.PutCall
Obtains the type from a unique name.
of(Period) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Obtains a periodic frequency from a Period.
of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, boolean) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Obtains an instance based on a stub convention and end-of-month flag.
of(LocalDate, LocalDate, Frequency, BusinessDayAdjustment, StubConvention, RollConvention) - Static method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Obtains an instance based on roll and stub conventions.
of(String) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains a RollConvention from a unique name.
of(LocalDate, LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Obtains an instance from the adjusted and unadjusted dates.
of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Obtains an instance from two dates.
of(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Obtains the type from a unique name.
of(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Obtains the type from a unique name.
of(double) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains a ValueSchedule with a single value that does not change over time.
of(double, ValueStep...) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains a ValueSchedule with a list of changes.
of(double, List<ValueStep>) - Static method in class com.opengamma.strata.basics.value.ValueSchedule
Obtains a ValueSchedule with a list of changes.
of(int, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
Obtains a step that applies at a specific schedule period index.
of(LocalDate, ValueAdjustment) - Static method in class com.opengamma.strata.basics.value.ValueStep
Obtains a step that applies at a specific date.
of(String, String) - Static method in class com.opengamma.strata.collect.id.StandardId
Obtains a StandardId from a scheme and value.
of(CharSource) - Static method in class com.opengamma.strata.collect.io.IniFile
Parses the specified source as an INI file.
of(CharSource) - Static method in class com.opengamma.strata.collect.io.PropertiesFile
Parses the specified source as a properties file.
of(Map<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an instance from a map.
of(Multimap<String, String>) - Static method in class com.opengamma.strata.collect.io.PropertySet
Obtains an instance from a map allowing for multiple values for each key.
of(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a string locator.
of(Class<R>) - Static method in class com.opengamma.strata.collect.named.ExtendedEnum
Obtains an extended enum instance.
of(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange
Obtains a half-open range of dates, including the start and excluding the end.
of(Supplier<T>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a success Result wrapping the value produced by the supplier.
of(LocalDate, double) - Static method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Obtains a point from date and value.
of(LocalDate, double) - Static method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains a time-series containing a single date and value.
of(double, double) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Obtains a DoublesPair from two double elements.
of(int, double) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Obtains an IntDoublePair from an int and a double.
of(long, double) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Obtains a LongDoublePair from a long and a double.
of(A, double) - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
Obtains an ObjectDoublePair from an Object and a double.
of(A, B) - Static method in class com.opengamma.strata.collect.tuple.Pair
Obtains a pair inferring the types.
of(A, B, C) - Static method in class com.opengamma.strata.collect.tuple.Triple
Obtains a triple inferring the types.
of(CalculationTarget, int, int, Result<?>) - Static method in class com.opengamma.strata.engine.calculations.CalculationResult
Returns a calculation result containing the target, the row and column in the results grid and the result of a calculation.
of(Currency, double[]) - Static method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
Returns an instance with the specified currency and values.
of(List<T>) - Static method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
Returns a set of scenario results containing the specified individual results.
of(T...) - Static method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
Returns a set of scenario results containing the specified individual results.
of(List<? extends FxConvertible<?>>) - Static method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
Returns an instance containing the specified individual values.
of(MarketDataKey<?>) - Static method in class com.opengamma.strata.engine.calculations.MissingMappingId
Returns an ID wrapping a market data key for which there was no mapping.
of(MarketDataKey<?>) - Static method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
Returns an ID wrapping a key requested by a calculation for a target with no market data rules.
of(Measure) - Static method in class com.opengamma.strata.engine.Column
Returns a column that contains the specified measure and uses the default calculation rules.
of(Measure, String) - Static method in class com.opengamma.strata.engine.Column
Returns a column that contains the specified measure and uses the default calculation rules.
of(ColumnDefinition) - Static method in class com.opengamma.strata.engine.Column
Returns a column defined by the definition that uses the default calculation rules.
of(Measure) - Static method in interface com.opengamma.strata.engine.ColumnDefinition
Returns a definition of a column that contains the same measure in all rows and whose name is the measure name.
of(Measure, String) - Static method in interface com.opengamma.strata.engine.ColumnDefinition
Returns a definition of a column with the specified name that contains the same measure in all rows.
of(String) - Static method in class com.opengamma.strata.engine.ColumnName
Obtains a ColumnName by name.
of(MarketDataMappings) - Static method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
Returns a rule which always returns the specified mappings from AllTargetsMarketDataRule.mappings(CalculationTarget).
of(CalculationTarget, int, int, FunctionConfig, Map<String, Object>, MarketDataMappings, ReportingRules) - Static method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Returns configuration for a task that will calculate a value for a target.
of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
Returns a rule which returns the mappings for any target that is an instance of one of the target types.
of(MarketDataMappings, List<Class<? extends CalculationTarget>>) - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
Returns a rule which returns the mappings for any target that is an instance of one of the target types.
of(List<MarketDataRule>) - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
Returns a set of rules made of from multiple individual rules.
of(MarketDataRule...) - Static method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
Returns a set of rules made of from multiple individual rules.
of(Class<? extends CalculationSingleFunction<T, ?>>) - Static method in class com.opengamma.strata.engine.config.FunctionConfig
Returns configuration for a function that doesn't contain any constructor arguments.
of(MarketDataMappings, Class<? extends CalculationTarget>...) - Static method in interface com.opengamma.strata.engine.config.MarketDataRule
Returns a market data rule that matches any target which is an instance of any of the target types.
of(MarketDataRule...) - Static method in interface com.opengamma.strata.engine.config.MarketDataRules
Returns a set of market data rules that delegates to multiple individual rules, returning the first valid mapping it finds.
of(String) - Static method in class com.opengamma.strata.engine.config.Measure
Obtains a Measure by name.
of(FunctionGroup<?>, Map<String, Object>) - Static method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup
Returns a configured function group containing the specified function group and arguments.
of(FunctionGroup<?>) - Static method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup
Returns a configured function group containing the specified function group and no arguments.
of(PricingRule<?>...) - Static method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
Returns a set of pricing rules containing the specified individual rules.
of(List<PricingRule<?>>) - Static method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
Returns a set of pricing rules containing the specified individual rules.
of(String) - Static method in class com.opengamma.strata.engine.config.pricing.FunctionGroupName
Obtains a FunctionGroupName by name.
of(PricingRules...) - Static method in interface com.opengamma.strata.engine.config.pricing.PricingRules
Returns a set of pricing rules that delegates to multiple underlying sets of rules, returning the first valid configuration it finds.
of(ReportingRules...) - Static method in interface com.opengamma.strata.engine.config.ReportingRules
Returns a rule that tries each of the delegate rules in turn and returns the first currency it finds.
of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, List<? extends MarketDataMapping<?, ?>>) - Static method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(MarketDataFeed, MarketDataMapping<?, ?>...) - Static method in interface com.opengamma.strata.engine.marketdata.mapping.MarketDataMappings
Returns a set of market data mappings with the specified source of observable data and made up of the specified individual mappings.
of(BaseMarketData) - Static method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns a set of data for a single scenario, taking the data from an instance of BaseMarketData.
of(Class<T>, MarketDataFilter<T, ?>, Perturbation<T>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Returns a mapping containing a single perturbation.
of(Class<T>, MarketDataFilter<T, ?>, Perturbation<T>...) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Returns a mapping containing multiple perturbations.
of(Class<T>, MarketDataFilter<T, ?>, List<Perturbation<T>>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Returns a mapping containing multiple perturbations.
of(String) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitRedCode
Obtains a MarkitRedCode by name.
of(CharSource, boolean) - Static method in class com.opengamma.strata.examples.marketdata.CsvFile
Parses the specified source as a CSV file.
of(LocalDate, String, String) - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
Creates an instance.
of(LocalDate, CurveGroupName, CurveName) - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
Creates an instance from typed strings where applicable.
of(String, String) - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
Creates an instance from strings.
of(CurveGroupName, CurveName) - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
Creates an instance from typed strings.
of(LocalDate, double, String) - Static method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
Creates an instance.
of(List<Trade>) - Static method in class com.opengamma.strata.examples.report.TradePortfolio
Constructs a portfolio from a list of trades.
of(String) - Static method in enum com.opengamma.strata.finance.common.FutureOptionPremiumStyle
Obtains the type from a unique name.
of(SinglePayment, PeriodicPayments) - Static method in class com.opengamma.strata.finance.credit.FeeLeg
Creates a fee leg from the fee and payments.
of(StandardId, int, int) - Static method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
Creates an instance.
of(CurrencyAmount, double, DayCount, Frequency, StubConvention, RollConvention) - Static method in class com.opengamma.strata.finance.credit.PeriodicPayments
Creates an instance.
of(StandardId, SeniorityLevel, Currency, RestructuringClause) - Static method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
Creates an instance.
of(Currency, double, LocalDate) - Static method in class com.opengamma.strata.finance.credit.SinglePayment
Creates an instance.
of(String) - Static method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Looks up the convention corresponding to a given name.
of(String) - Static method in interface com.opengamma.strata.finance.credit.type.IsdaYieldCurveConvention
Looks up the convention corresponding to a given name.
of(FxPayment, FxPayment) - Static method in class com.opengamma.strata.finance.fx.ExpandedFx
Creates an ExpandedFx from two equivalent payments in different currencies.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.finance.fx.ExpandedFx
Creates an ExpandedFx from two amounts and the value date.
of(ExpandedFx, ExpandedFx) - Static method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
Creates an ExpandedFxSwap from two legs.
of(CurrencyAmount, CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.finance.fx.Fx
Creates an Fx from two amounts and the value date.
of(CurrencyAmount, FxRate, LocalDate) - Static method in class com.opengamma.strata.finance.fx.Fx
Creates an Fx using a rate.
of(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.finance.fx.FxPayment
Creates a FxPayment representing an amount.
of(Fx, Fx) - Static method in class com.opengamma.strata.finance.fx.FxSwap
Creates an FxSwap from two transactions.
of(IborIndex) - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Creates a convention based on the specified index.
of(IborIndex) - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
Creates a template based on the specified index.
of(Period, IborIndex) - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
Creates a template based on the specified period and index.
of(Period, IborFixingDepositConvention) - Static method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
Creates a template based on the specified periods and convention.
of(Currency, BusinessDayAdjustment, DayCount, DaysAdjustment) - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
Creates a convention based on the specified currency, business day adjustment, day count convention and spot date offset.
of(Period, TermDepositConvention) - Static method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
Creates a template based on the specified period and convention.
of(double) - Static method in class com.opengamma.strata.finance.rate.FixedRateObservation
Creates an FixedRateObservation.
of(IborIndex) - Static method in class com.opengamma.strata.finance.rate.fra.FraConvention
Creates a convention based on the specified index.
of(String) - Static method in enum com.opengamma.strata.finance.rate.fra.FraDiscountingMethod
Obtains the compounding method from a unique name.
of(Period, IborIndex) - Static method in class com.opengamma.strata.finance.rate.fra.FraTemplate
Creates a template based on the specified period and index.
of(Period, Period, FraConvention) - Static method in class com.opengamma.strata.finance.rate.fra.FraTemplate
Creates a template based on the specified periods and convention.
of(LocalDate) - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(LocalDate, Double) - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date with a weight of 1.
of(IborIndex, List<IborAveragedFixing>) - Static method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
Creates an IborAveragedRateObservation from an index and fixings.
of(IborIndex, IborIndex, LocalDate) - Static method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
Creates an IborInterpolatedRateObservation from two indices and fixing date.
of(IborIndex, LocalDate) - Static method in class com.opengamma.strata.finance.rate.IborRateObservation
Creates an IborRateObservation from an index and fixing date.
of(PriceIndex, YearMonth, YearMonth, double) - Static method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
Creates an InflationInterpolatedRateObservation from an index, reference start month and reference end month.
of(PriceIndex, YearMonth, YearMonth) - Static method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
Creates an InflationMonthlyRateObservation from an index, reference start month and reference end month.
of(OvernightIndex, LocalDate, LocalDate) - Static method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
Creates an OvernightAveragedRateObservation from an index and period dates
of(OvernightIndex, LocalDate, LocalDate, int) - Static method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
Creates an OvernightAveragedRateObservation from an index, period dates and rate cut-off.
of(OvernightIndex, LocalDate, LocalDate) - Static method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
Creates an OvernightCompoundedRateObservation from an index and period dates
of(OvernightIndex, LocalDate, LocalDate, int) - Static method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
Creates an OvernightCompoundedRateObservation from an index, period dates and rate cut-off.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.CompoundingMethod
Obtains the type from a unique name.
of(ExpandedSwapLeg...) - Static method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
Creates a swap from one or more swap legs.
of(double, DayCount) - Static method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
Obtains a rate calculation for the specified day count and rate.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.FixingRelativeTo
Obtains the type from a unique name.
of(FxIndex, Currency, LocalDate) - Static method in class com.opengamma.strata.finance.rate.swap.FxReset
Obtains an FxReset from the index, currency and fixing date.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.FxResetFixingRelativeTo
Obtains the type from a unique name.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.IborRateAveragingMethod
Obtains the type from a unique name.
of(IborIndex) - Static method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Obtains a rate calculation for the specified index.
of(PriceIndex, int, boolean) - Static method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
Obtains a rate calculation for the specified price index.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.NegativeRateMethod
Obtains the type from a unique name.
of(LocalDate, CurrencyAmount) - Static method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
Creates a NotionalExchange from the date and amount.
of(CurrencyAmount) - Static method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Obtains a NotionalSchedule with a single amount that does not change over time.
of(Currency, double) - Static method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Obtains a NotionalSchedule with a single amount that does not change over time.
of(Currency, ValueSchedule) - Static method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Obtains a NotionalSchedule with a notional amount that can change over time.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.OvernightAccrualMethod
Obtains the type from a unique name.
of(OvernightIndex) - Static method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
Obtains a rate calculation for the specified index with accrual by compounding.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.PaymentRelativeTo
Obtains the type from a unique name.
of(SwapLeg...) - Static method in class com.opengamma.strata.finance.rate.swap.Swap
Creates a swap from one or more swap legs.
of(List<SwapLeg>) - Static method in class com.opengamma.strata.finance.rate.swap.Swap
Creates a swap from one or more swap legs.
of(String) - Static method in enum com.opengamma.strata.finance.rate.swap.SwapLegType
Obtains the type from a unique name.
of(FixedRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
Creates a convention based on the specified conventions.
of(Period, Tenor, FixedIborSwapConvention) - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
Creates a template based on the specified period, tenor and convention.
of(Currency, DayCount, Frequency, BusinessDayAdjustment) - Static method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Creates a convention based on the specified index.
of(IborRateSwapLegConvention, IborRateSwapLegConvention) - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
Creates a convention based on the specified conventions.
of(Period, Tenor, IborIborSwapConvention) - Static method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
Creates a template based on the specified period, tenor and convention.
of(IborIndex) - Static method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Creates a convention based on the specified index.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
Returns a mapper that accepts a DiscountCurveKey and returns a DiscountCurveId with the name of the curve group that is the source of the curve.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
Returns a mapper that accepts a RateIndexCurveKey and returns a RateIndexCurveId with the name of the curve group that is the source of the curve.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
Returns a new mapping based on the specified group and feed.
of(CurveName) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
Returns a filter matching curves with the specified name.
of(RateIndex) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
Returns a filter matching a curve for the specified index.
of(Currency) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
Returns a filter which matches curves with the specified currency.
of(CashFlow) - Static method in class com.opengamma.strata.market.amount.CashFlows
Obtains a CashFlows instance from a single cash flow.
of(List<CashFlow>) - Static method in class com.opengamma.strata.market.amount.CashFlows
Obtains a CashFlows instance from a list of cash flows.
of(List<LegAmount>) - Static method in class com.opengamma.strata.market.amount.LegAmounts
Returns an instance containing the specified leg amounts.
of(LegAmount...) - Static method in class com.opengamma.strata.market.amount.LegAmounts
Returns an instance containing the specified leg amounts.
of(FixedIborSwapTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
Returns a curve node for a fixed-float interest rate swap using the specified instrument template and rate.
of(FixedIborSwapTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
Returns a curve node for a fixed-float interest rate swap using the specified instrument template and rate.
of(FraTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.config.FraCurveNode
Returns a node whose instrument is built from the template using a market rate.
of(FraTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.config.FraCurveNode
Returns a node whose instrument is built from the template using a market rate.
of(IborFixingDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template and rate key.
of(IborFixingDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
Returns a curve node for an Ibor deposit using the specified template, rate key and spread.
of(TermDepositTemplate, ObservableKey) - Static method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template and rate key.
of(TermDepositTemplate, ObservableKey, double) - Static method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
Returns a curve node for a term deposit using the specified instrument template, rate key and spread.
of(String, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Creates a constant curve with a specific value.
of(CurveName, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Creates a constant curve with a specific value.
of(CurveMetadata, double) - Static method in class com.opengamma.strata.market.curve.ConstantNodalCurve
Creates a constant curve with a specific value.
of(CurveGroupName, Map<Currency, Curve>, Map<Index, Curve>) - Static method in class com.opengamma.strata.market.curve.CurveGroup
Returns a curve group containing the specified curves.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveGroupName
Obtains a CurveGroupName by name.
of(String) - Static method in interface com.opengamma.strata.market.curve.CurveMetadata
Creates a metadata instance without parameter information.
of(CurveName) - Static method in interface com.opengamma.strata.market.curve.CurveMetadata
Creates a metadata instance without parameter information.
of(String, List<? extends CurveParameterMetadata>) - Static method in interface com.opengamma.strata.market.curve.CurveMetadata
Creates a metadata instance with parameter information.
of(CurveName, List<? extends CurveParameterMetadata>) - Static method in interface com.opengamma.strata.market.curve.CurveMetadata
Creates a metadata instance with parameter information.
of(String) - Static method in class com.opengamma.strata.market.curve.CurveName
Obtains a CurveName by name.
of(String) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata.
of(CurveName) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata.
of(String, DayCount) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata.
of(CurveName, DayCount) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata, specifying day count.
of(CurveName, List<CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata, specifying parameter metadata.
of(CurveName, DayCount, List<CurveParameterMetadata>) - Static method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Creates the metadata, specifying day count and parameter metadata.
of(int, int) - Static method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
Returns an ID for a curve node for futures that expire in the specified year and month.
of(YearMonth) - Static method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
Returns an ID for a curve node for futures that expire in the specified year and month.
of(String, double[], double[], CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Creates an interpolated curve with no parameter metadata.
of(CurveName, double[], double[], CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Creates an interpolated curve with no parameter metadata.
of(CurveName, DayCount, double[], double[], CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Creates an interpolated curve with no parameter metadata.
of(CurveMetadata, double[], double[], CurveInterpolator) - Static method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Creates an interpolated curve with metadata.
of(String, Period[], LocalDate[], double[], CdsConvention, double, double) - Static method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Creates an instance of the par rates.
of(String, Period[], IsdaYieldCurveUnderlyingType[], double[], IsdaYieldCurveConvention) - Static method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
Creates an instance of the par rates.
of(Curve, ShiftType, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Returns a curve based on an underlying curve with a parallel shift applied to the Y values.
of(Map<ObservableId, Double>, CurveMetadata) - Static method in class com.opengamma.strata.market.curve.ParRates
Returns a ParRates instance containing the specified rates.
of(LocalDate, String) - Static method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
Creates node metadata using date and label.
of(Tenor) - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeId
Returns a curve node ID for a tenor.
of(LocalDate, Tenor) - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
Creates node metadata using date and tenor.
of(LocalDate, Tenor, String) - Static method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
Creates node metadata using date, tenor and label.
of(LocalDate, YearMonth) - Static method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
Creates node metadata using date and year-month.
of(LocalDate, YearMonth, String) - Static method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
Creates node metadata using date, year-month and label.
of(String) - Static method in class com.opengamma.strata.market.explain.ExplainKey
Obtains a ExplainKey by name.
of(Map<ExplainKey<?>, Object>) - Static method in class com.opengamma.strata.market.explain.ExplainMap
Creates an instance from a populated map.
of(CurveGroupName) - Static method in class com.opengamma.strata.market.id.CurveGroupId
Returns an ID identifying a curve group with a market data feed of MarketDataFeed.NONE.
of(CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.CurveGroupId
Returns an ID identifying a curve group.
of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.DiscountCurveId
Returns an ID that identifies the discounting curve for the specified currency.
of(Currency, CurveGroupName) - Static method in class com.opengamma.strata.market.id.DiscountCurveId
Returns an ID that identifies the discounting curve for the specified currency.
of(Index) - Static method in class com.opengamma.strata.market.id.IndexRateId
Returns an ID for market data for the specified index.
of(Index, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.IndexRateId
Returns an ID for market data for the specified index.
of(Index, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.IndexRateId
Returns an ID for the curve for the specified index.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
Creates an instance based on the reference information.
of(Currency) - Static method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
Creates an instance based on a currency.
of(CurveGroupName, CurveName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.ParRatesId
Returns an ID for the par rates used when calibrating the specified curve.
of(StandardId) - Static method in class com.opengamma.strata.market.id.QuoteId
Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE and a market data feed of MarketDataFeed.NONE.
of(StandardId, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.QuoteId
Returns an ID representing a market quote with a field name of FieldName.MARKET_VALUE.
of(StandardId, MarketDataFeed, FieldName) - Static method in class com.opengamma.strata.market.id.QuoteId
Returns an ID representing a market quote.
of(RateIndex, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.RateIndexCurveId
Returns an ID for the curve for the specified index.
of(RateIndex, CurveGroupName) - Static method in class com.opengamma.strata.market.id.RateIndexCurveId
Returns an ID for the curve for the specified index.
of(Currency, CurveGroupName, MarketDataFeed) - Static method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
Creates a key to obtain the discount factors associated with a currency.
of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountCurveKey
Creates a key to obtain the discount curve associated with a currency.
of(Currency) - Static method in class com.opengamma.strata.market.key.DiscountFactorsKey
Creates a key to obtain the discount factors associated with a currency.
of(FxIndex) - Static method in class com.opengamma.strata.market.key.FxIndexRatesKey
Creates a key to obtain the rates associated with the FX index.
of(IborIndex) - Static method in class com.opengamma.strata.market.key.IborIndexRatesKey
Creates a key to obtain the rates associated with the Ibor index.
of(Index) - Static method in class com.opengamma.strata.market.key.IndexRateKey
Creates a key to obtain the market value associated with an index.
of(Index, FieldName) - Static method in class com.opengamma.strata.market.key.IndexRateKey
Creates a key to obtain a specific field associated with an index.
of(IndexReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
Creates an instance based on the reference information.
of(SingleNameReferenceInformation) - Static method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
Creates an instance based on the reference information.
of(Currency) - Static method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
Creates an instance based on a currency.
of(OvernightIndex) - Static method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
Creates a key to obtain the rates associated with the Overnight index.
of(PriceIndex) - Static method in class com.opengamma.strata.market.key.PriceIndexValuesKey
Creates a key to obtain the rates associated with the Price index.
of(StandardId) - Static method in class com.opengamma.strata.market.key.QuoteKey
Creates a key to obtain the market value associated with an identifier.
of(StandardId, FieldName) - Static method in class com.opengamma.strata.market.key.QuoteKey
Creates a key to obtain a specific field associated with an identifier.
of(RateIndex) - Static method in class com.opengamma.strata.market.key.RateIndexCurveKey
Creates a key to obtain the forward curve associated with an index.
of(CurveCurrencyParameterSensitivity) - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Obtains an instance from a single sensitivity entry.
of(List<? extends CurveCurrencyParameterSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(CurveMetadata, Currency, double[]) - Static method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Obtains an instance from the curve metadata, currency and sensitivity.
of(CurveUnitParameterSensitivity) - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Obtains an instance from a single sensitivity entry.
of(List<? extends CurveUnitParameterSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Obtains an instance from a list of sensitivity entries.
of(CurveMetadata, double[]) - Static method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Obtains an instance from the curve metadata and sensitivity.
of(FxIndex, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Obtains a FxIndexSensitivity from index, reference currency, fixing date and sensitivity value.
of(FxIndex, Currency, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
Obtains a FxIndexSensitivity from index, sensitivity currency, base currency, fixing date and sensitivity value.
of(IborIndex, LocalDate, LocalDate, double, double, Currency, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Obtains an IborFutureOptionSensitivity from the key, value and currency.
of(IborIndex, LocalDate, LocalDate, double, double, double) - Static method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
Obtains an IborFutureOptionSensitivity from the key and value.
of(IborIndex, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Obtains an IborRateSensitivity from the index, fixing date and value.
of(IborIndex, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
Obtains a IborRateSensitivity from the index, currency, fixing date and value.
of(PriceIndex, YearMonth, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Obtains an InflationRateSensitivity from the index, reference month and value.
of(PriceIndex, Currency, YearMonth, double) - Static method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
Obtains an InflationRateSensitivity from the index, currency, reference month and value.
of(OvernightIndex, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Obtains an OvernightRateSensitivity from the index, fixing date and value.
of(OvernightIndex, Currency, LocalDate, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
Obtains an OvernightRateSensitivity from the index, currency, fixing date, end date and value.
of(PointSensitivity...) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Obtains a PointSensitivities from an array of sensitivity entries.
of(List<? extends PointSensitivity>) - Static method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Obtains a PointSensitivities from a list of sensitivity entries.
of(Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Obtains a ZeroRateSensitivity from the curve currency, date and value.
of(Currency, Currency, LocalDate, double) - Static method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
Obtains a ZeroRateSensitivity from the curve currency, date, sensitivity currency and value.
of(FxIndex, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountFxIndexRates
Creates a new FX index rates instance with no historic fixings.
of(FxIndex, LocalDateDoubleTimeSeries, FxRateProvider, DiscountFactors, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountFxIndexRates
Creates a new FX index rates instance.
of(IborIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountIborIndexRates
Creates a new Ibor index rates instance with no historic fixings.
of(IborIndex, LocalDateDoubleTimeSeries, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountIborIndexRates
Creates a new Ibor index rates instance.
of(OvernightIndex, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
Creates a new Overnight index rates instance with no historic fixings.
of(OvernightIndex, LocalDateDoubleTimeSeries, DiscountFactors) - Static method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
Creates a new Overnight index rates instance.
of(PriceIndex, YearMonth, LocalDateDoubleTimeSeries, InterpolatedNodalCurve) - Static method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
Creates a new ForwardPriceIndexValues with no seasonality adjustment.
of(PriceIndex, YearMonth, LocalDateDoubleTimeSeries, InterpolatedNodalCurve, List<Double>) - Static method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
Creates a new ForwardPriceIndexValues with seasonality adjustment.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.value.SimpleDiscountFactors
Creates a new discount factors instance.
of(Currency, LocalDate, Curve) - Static method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
Creates a new discount factors instance.
of(InterpolatedDoublesSurface, IborIndex, DayCount, LocalDate, LocalTime, ZoneId) - Static method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
of(InterpolatedDoublesSurface, IborIndex, DayCount, LocalDate) - Static method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
of(InterpolatedDoublesSurface, boolean, IborIndex, DayCount, ZonedDateTime) - Static method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Obtains an NormalVolatilityExpSimpleMoneynessIborFutureProvider.
of(IborIndex, ZonedDateTime, double, double, double, Currency, double) - Static method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
Obtains a SwaptionSensitivity from the specified elements.
of(FormatCategory, ValueFormatter<?>) - Static method in class com.opengamma.strata.report.format.FormatSettings
Constructs an instance.
of(LocalDate, List<Trade>, List<Column>, Results) - Static method in class com.opengamma.strata.report.ReportCalculationResults
 
of(ReportCalculationResults, TradeReportTemplate) - Static method in class com.opengamma.strata.report.trade.TradeReport
 
ofAbsoluteAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains a value adjustment specifying the absolute amount.
ofAbsoluteAmount(LocalDate, double) - Static method in class com.opengamma.strata.basics.value.ValueStep
Obtains a value adjustment specifying an absolute value.
ofAllCombinations(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Returns a scenario definition created from all possible combinations of the mappings.
ofAllCombinations(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Returns a scenario definition created from all possible combinations of the mappings.
ofAllCombinations(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Returns a scenario definition created from all possible combinations of the mappings.
ofBus252(HolidayCalendar) - Static method in interface com.opengamma.strata.basics.date.DayCount
Obtains an instance of the 'Bus/252' day count based on a specific calendar.
ofBusinessDays(int, HolidayCalendar) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains a days adjustment that can adjust a date by a specific number of business days.
ofBusinessDays(int, HolidayCalendar, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains a days adjustment that can adjust a date by a specific number of business days.
ofBuy(boolean) - Static method in enum com.opengamma.strata.basics.BuySell
Converts a boolean "is buy" flag to the enum value.
ofCalendarDays(int) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains a days adjustment that can adjust a date by a specific number of calendar days.
ofCalendarDays(int, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.DaysAdjustment
Obtains a days adjustment that can adjust a date by a specific number of calendar days.
ofChained(Stream<CharSource>) - Static method in class com.opengamma.strata.collect.io.IniFile
Returns a single INI file that is the chained combination of the inputs.
ofClasspathUrl(URL) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a URL.
ofClosed(LocalDate, LocalDate) - Static method in class com.opengamma.strata.collect.range.LocalDateRange
Obtains a closed range of dates, including the start and end.
ofDayOfMonth(int) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the day-of-month.
ofDayOfWeek(DayOfWeek) - Static method in interface com.opengamma.strata.basics.schedule.RollConvention
Obtains an instance from the day-of-week.
ofDays(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Returns a tenor backed by a period of days.
ofDays(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Returns a periodic frequency backed by a period of days.
ofDaysInResetPeriod(LocalDate, LocalDate, LocalDate) - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDaysInResetPeriod(LocalDate, LocalDate, LocalDate, Double) - Static method in class com.opengamma.strata.finance.rate.IborAveragedFixing
Creates a IborAveragedFixing from the fixing date, calculating the weight from the number of days in the reset period.
ofDecimalPlaces(int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
Obtains an instance that rounds to the specified number of decimal places.
ofDecimalPlaces(int) - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance that rounds to the specified number of decimal places.
ofDeltaAmount(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains a value adjustment specifying an amount to add to the base value.
ofDeltaMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains a value adjustment specifying a multiplication factor, adding it to the base value.
ofFile(File) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a resource from a File.
ofFixedRate(double) - Static method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Obtains a StubCalculation with a single fixed rate.
ofForwardPoints(CurrencyAmount, Currency, double, double, LocalDate, LocalDate) - Static method in class com.opengamma.strata.finance.fx.FxSwap
Creates an FxSwap using forward points.
ofFractionalDecimalPlaces(int, int) - Static method in class com.opengamma.strata.basics.value.HalfUpRounding
Obtains an instance from the number of decimal places and fraction.
ofFractionalDecimalPlaces(int, int) - Static method in interface com.opengamma.strata.basics.value.Rounding
Obtains an instance from the number of decimal places and fraction.
ofFutureValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, future value and discount factor.
ofFutureValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, future value amount, discount factor and currency.
ofIborInterpolatedRate(IborIndex, IborIndex) - Static method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Obtains a StubCalculation with linear interpolation of two floating rates.
ofIborRate(IborIndex) - Static method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Obtains a StubCalculation with a single floating rate.
ofIni(IniFile) - Static method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
ofLastBusinessDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains a period adjustment that can adjust a date by the specified period using the last business day of month convention.
ofLastBusinessDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains a tenor adjustment that can adjust a date by the specified tenor using the last business day of month convention.
ofLastDay(Period, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.PeriodAdjustment
Obtains a period adjustment that can adjust a date by the specified period using the last day of month convention.
ofLastDay(Tenor, BusinessDayAdjustment) - Static method in class com.opengamma.strata.basics.date.TenorAdjustment
Obtains a tenor adjustment that can adjust a date by the specified tenor using the last day of month convention.
ofLong(boolean) - Static method in enum com.opengamma.strata.basics.LongShort
Converts a boolean "is long" flag to the enum value.
ofMappings(List<? extends PerturbationMapping<?>>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMappings(PerturbationMapping<?>...) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMappings(List<? extends PerturbationMapping<?>>, List<String>) - Static method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Returns a scenario definition containing the perturbations in mappings.
ofMonths(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Returns a tenor backed by a period of months.
ofMonths(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Returns a periodic frequency backed by a period of months.
ofMultiplier(double) - Static method in class com.opengamma.strata.basics.value.ValueAdjustment
Obtains a value adjustment specifying a multiplication factor to apply to the base value.
ofNullable(R, FailureReason, String, Object...) - Static method in class com.opengamma.strata.collect.result.Result
Returns a success result containing the value if it is non-null, else returns a failure result with the specified reason and message.
ofNullable(R) - Static method in class com.opengamma.strata.collect.result.Result
Returns a success result containing the value if it is non-null, else returns a failure result with a reason of FailureReason.MISSING_DATA and message to say an unexpected null was found.
ofPair(Pair<Double, Double>) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Obtains a DoublesPair from a Pair.
ofPair(Pair<Integer, Double>) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Obtains an IntDoublePair from a Pair.
ofPair(Pair<Long, Double>) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Obtains a LongDoublePair from a Pair.
ofPair(Pair<A, Double>) - Static method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
Obtains an ObjectDoublePair from a Pair.
ofPath(Path) - Static method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder
Creates an instance from a given directory root.
ofPay(boolean) - Static method in enum com.opengamma.strata.basics.PayReceive
Converts a boolean "is pay" flag to the enum value.
ofPay(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.finance.fx.FxPayment
Creates a FxPayment representing an amount to be paid.
ofPresentValue(LocalDate, CurrencyAmount, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, present value and discount factor.
ofPresentValue(LocalDate, Currency, double, double) - Static method in class com.opengamma.strata.market.amount.CashFlow
Creates a CashFlow representing a single cash flow from payment date, present value amount, discount factor and currency.
ofPut(boolean) - Static method in enum com.opengamma.strata.basics.PutCall
Converts a boolean "is put" flag to the enum value.
ofReceive(CurrencyAmount, LocalDate) - Static method in class com.opengamma.strata.finance.fx.FxPayment
Creates a FxPayment representing an amount to be received.
ofResource(String) - Static method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder
Creates an instance from a given classpath resource root location using the class loader which created this class.
ofResource(String, ClassLoader) - Static method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder
Creates an instance from a given classpath resource root location, using the given class loader to find the resource.
ofSignedAmount(double) - Static method in enum com.opengamma.strata.basics.PayReceive
Converts a signed amount to the enum value.
ofTerm(SchedulePeriod) - Static method in class com.opengamma.strata.basics.schedule.Schedule
Create a 'Term' schedule from a single period.
ofWeeks(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Returns a tenor backed by a period of weeks.
ofWeeks(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Returns a periodic frequency backed by a period of weeks.
ofYears(int) - Static method in class com.opengamma.strata.basics.date.Tenor
Returns a tenor backed by a period of years.
ofYears(int) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Returns a periodic frequency backed by a period of years.
ONE_BASIS_POINT - Static variable in class com.opengamma.strata.function.calculation.AbstractCalculationFunction
One basis point, expressed as a double.
ONE_ONE - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '1/1' day count, which always returns a day count of 1.
OpenGammaPricingRules - Class in com.opengamma.strata.function
Contains standard sets of pricing rules that provide full access to the built-in asset class coverage.
openListEntry(ExplainKey<R>) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Opens a list entry to be populated.
or(ObjDoublePredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Returns a new predicate that returns true if either predicates returns true.
or(ObjIntPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Returns a new predicate that returns true if either predicates returns true.
or(ObjLongPredicate<? super T>) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Returns a new predicate that returns true if either predicates returns true.
outputCurrencies(Set<Currency>) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
Sets the outputCurrencies property in the builder.
outputCurrencies(Currency...) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
Sets the outputCurrencies property in the builder from an array of objects.
outputCurrencies() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
The meta-property for the outputCurrencies property.
outputCurrencies() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
The meta-property for the outputCurrencies property.
overlaps(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Checks if this range overlaps any dates in the specified range.
OVERNIGHT - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Map of new to old Overnight indices.
OvernightAccrualMethod - Enum in com.opengamma.strata.finance.rate.swap
The method of accruing interest based on an Overnight index.
OvernightAveragedRateObservation - Class in com.opengamma.strata.finance.rate
Defines the observation of a rate from a single Overnight index that is averaged daily.
OvernightAveragedRateObservation.Builder - Class in com.opengamma.strata.finance.rate
The bean-builder for OvernightAveragedRateObservation.
OvernightAveragedRateObservation.Meta - Class in com.opengamma.strata.finance.rate
The meta-bean for OvernightAveragedRateObservation.
OvernightCompoundedRateObservation - Class in com.opengamma.strata.finance.rate
Defines the observation of a rate from a single Overnight index that is compounded daily.
OvernightCompoundedRateObservation.Builder - Class in com.opengamma.strata.finance.rate
The bean-builder for OvernightCompoundedRateObservation.
OvernightCompoundedRateObservation.Meta - Class in com.opengamma.strata.finance.rate
The meta-bean for OvernightCompoundedRateObservation.
OvernightIndex - Interface in com.opengamma.strata.basics.index
An overnight index, such as Sonia or Eonia.
overnightIndex(OvernightIndex) - Static method in class com.opengamma.strata.pricer.impl.Legacy
Converts an Overnight index to the legacy object.
overnightIndex(IndexON) - Static method in class com.opengamma.strata.pricer.impl.Legacy
Converts a legacy Overnight index to the new object.
overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
 
OvernightIndexRates - Interface in com.opengamma.strata.market.value
Provides access to rates for an Overnight index.
overnightIndexRates(OvernightIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
overnightIndexRates(OvernightIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the rates for an Overnight index.
OvernightIndexRatesKey - Class in com.opengamma.strata.market.key
Market data key identifying the rates for an Overnight index.
OvernightIndexRatesKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for OvernightIndexRatesKey.
OvernightIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard Overnight rate indices.
overnightIndices(Set<OvernightIndex>) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
Sets the overnightIndices property in the builder.
overnightIndices(OvernightIndex...) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
Sets the overnightIndices property in the builder from an array of objects.
overnightIndices() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
The meta-property for the overnightIndices property.
OvernightRateCalculation - Class in com.opengamma.strata.finance.rate.swap
Defines the calculation of a floating rate swap leg based on an Overnight index.
OvernightRateCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for OvernightRateCalculation.
OvernightRateCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for OvernightRateCalculation.
OvernightRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to a rate from an Overnight index curve.
OvernightRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for OvernightRateSensitivity.

P

P12M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 12 months (1 year).
P13W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 13 weeks (91 days).
P1D - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of one day.
P1M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 1 month.
P1W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 1 week (7 days).
P26W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 26 weeks (182 days).
P2M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 2 months.
P2W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 2 weeks (14 days).
P3M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 3 months.
P4M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 4 months.
P4W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 4 weeks (28 days).
P52W - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 52 weeks (364 days).
P6M - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency of 6 months.
pair() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
The meta-property for the pair property.
pair() - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
The meta-property for the pair property.
Pair<A,B> - Class in com.opengamma.strata.collect.tuple
An immutable pair consisting of two elements.
Pair.Meta<A,B> - Class in com.opengamma.strata.collect.tuple
The meta-bean for Pair.
pairsToFxMatrix() - Static method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a Collector that allows a collection of pairs each containing a currency pair and a rate to be streamed and collected into a new FxMatrix.
pairsToImmutableMap() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map from a stream containing pairs.
PAR_RATE - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the par rate of the calculation target.
PAR_SPREAD - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the par spread of the calculation target.
ParallelShiftedCurve - Class in com.opengamma.strata.market.curve
A curve with a parallel shift applied to its Y values.
ParallelShiftedCurve.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for ParallelShiftedCurve.
parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
Applies a parallel shift to all the nodes.
parallelShiftParRatesinBps(double) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
Applies a parallel shift to all the nodes.
parameters(List<CurveParameterMetadata>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
Sets the parameters property in the builder.
parameters(CurveParameterMetadata...) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
Sets the parameters property in the builder from an array of objects.
parameters() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
The meta-property for the parameters property.
parameters(InterpolatedDoublesSurface) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the parameters property in the builder.
parameters() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the parameters property.
parRate(IborFixingDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer
Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer
Calculates the deposit fair rate given the start and end time and the accrual factor.
parRate(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Calculates the par rate of the FRA product.
parRate(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Computes the par rate for swaps with a fixed leg.
parRates() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
The meta-property for the parRates property.
parRates() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
The meta-property for the parRates property.
ParRates - Class in com.opengamma.strata.market.curve
The par rates used when calibrating a curve.
ParRates.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for ParRates.
ParRates.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for ParRates.
parRateSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Calculates the par rate curve sensitivity for a fixed swap leg.
ParRatesId - Class in com.opengamma.strata.market.id
Market data ID for a set of par rates used when calibrating a curve.
ParRatesId.Builder - Class in com.opengamma.strata.market.id
The bean-builder for ParRatesId.
ParRatesId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for ParRatesId.
ParRatesMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds the par rates used when calibrating a curve.
ParRatesMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.ParRatesMarketDataFunction
 
parse(String) - Static method in class com.opengamma.strata.basics.currency.Currency
Parses a string to obtain a Currency.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Parses the string to produce a CurrencyAmount.
parse(String) - Static method in class com.opengamma.strata.basics.currency.CurrencyPair
Parses a currency pair from a string with format AAA/BBB.
parse(String) - Static method in class com.opengamma.strata.basics.currency.FxRate
Parses a rate from a string with format AAA/BBB RATE.
parse(String) - Static method in class com.opengamma.strata.basics.date.Tenor
Parses a formatted string representing the tenor.
parse(String) - Static method in class com.opengamma.strata.basics.location.Country
Parses a string to obtain a Country.
parse(String) - Static method in class com.opengamma.strata.basics.schedule.Frequency
Parses a formatted string representing the frequency.
parse(String) - Static method in class com.opengamma.strata.collect.id.StandardId
Parses an StandardId from a formatted scheme and value.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.DoublesPair
Parses a DoublesPair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.IntDoublePair
Parses an IntDoublePair from the standard string format.
parse(String) - Static method in class com.opengamma.strata.collect.tuple.LongDoublePair
Parses a LongDoublePair from the standard string format.
parse(CharSource, CharSource) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitIndexCreditCurveDataParser
Parses the specified sources.
parse(CharSource, CharSource) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitSingleNameCreditCurveDataParser
Parses the specified sources.
parse(CharSource) - Static method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitYieldCurveDataParser
Parses the specified source.
parseToken(String) - Static method in enum com.opengamma.strata.report.result.ValueRootType
Parses a string into the corresponding root type.
parSpread(FxProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer
The par spread is the spread that should be added to the FX points to have a zero value.
parSpread(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the par spread is the spread that should be added to the FX forward points to have a zero value.
parSpread(IborFixingDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer
Calculates the spread to be added to the deposit rate to have a zero present value.
parSpread(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Calculates the par spread of the FRA product.
parSpread(IborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer
Calculates the par spread of the Ibor future trade.
parSpreadCurveSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Calculates the par spread curve sensitivity of the FRA product.
parSpreadSensitivity(IborFixingDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer
Calculates the par spread curve sensitivity.
parSpreadSensitivity(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer
Calculates the par spread sensitivity of the Ibor future trade.
partition(ObjDoublePredicate<LocalDate>) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Partition the time-series into a pair of distinct series using a predicate.
partitionByValue(DoublePredicate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Partition the time-series into a pair of distinct series using a predicate.
PAY_OFF_RATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The pay-off rate, which includes adjustments like weighting, spread and gearing.
PAY_RECEIVE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
Whether the entry is being paid or received.
payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
Sets the payAccruedOnDefault property in the builder.
payAccruedOnDefault() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
The meta-property for the payAccruedOnDefault property.
payAccruedOnDefault(boolean) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the payAccruedOnDefault property in the builder.
payAccruedOnDefault() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the payAccruedOnDefault property.
payAccruedOnDefault - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
Whether the accrued premium is paid in the event of a default.
payLegCurrency() - Static method in interface com.opengamma.strata.engine.config.ReportingRules
Returns a rule that uses the target's pay leg currency as the reporting currency.
PAYMENT_CURRENCY - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The currency of the payment.
PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The payment date, adjusted to be a valid business day if necessary.
PAYMENT_EVENTS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of payment events.
PAYMENT_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of payment periods.
paymentAmount(CurrencyAmount) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
Sets the paymentAmount property in the builder.
paymentAmount() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
The meta-property for the paymentAmount property.
paymentBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
Sets the paymentBusinessDayAdjustment property in the builder.
paymentBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentBusinessDayAdjustment property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
The meta-property for the paymentDate property.
paymentDate() - Method in class com.opengamma.strata.finance.fx.Fx.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
The meta-property for the paymentDate property.
paymentDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
Sets the paymentDate property in the builder.
paymentDate() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
The meta-property for the paymentDate property.
paymentDate() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the paymentDate property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the paymentDateOffset property in the builder.
paymentDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
Sets the paymentDateOffset property in the builder.
paymentDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
Sets the paymentDateOffset property in the builder.
paymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the paymentDateOffset property in the builder.
paymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
paymentDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the paymentDateOffset property in the builder.
paymentDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the paymentDateOffset property.
PaymentEvent - Interface in com.opengamma.strata.finance.rate.swap
A payment event, where a single payment is made between two counterparties.
PaymentEventPricer<T extends PaymentEvent> - Interface in com.opengamma.strata.pricer.rate.swap
Pricer for payment events.
paymentEvents(List<PaymentEvent>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
Sets the paymentEvents property in the builder.
paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
The meta-property for the paymentEvents property.
paymentEvents(List<PaymentEvent>) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
Sets the paymentEvents property in the builder.
paymentEvents(PaymentEvent...) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
Sets the paymentEvents property in the builder from an array of objects.
paymentEvents() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentEvents property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
Sets the paymentFrequency property in the builder.
paymentFrequency() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
Sets the paymentFrequency property in the builder.
paymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the paymentFrequency property in the builder.
paymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the paymentFrequency property in the builder.
paymentFrequency() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the paymentFrequency property.
paymentInterval(Period) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the paymentInterval property in the builder.
paymentInterval() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the paymentInterval property.
paymentInterval - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
The nominal period between premium payments, such as 3 months or 6 months.
PaymentPeriod - Interface in com.opengamma.strata.finance.rate.swap
A period over which interest is accrued with a single payment.
PaymentPeriodPricer<T extends PaymentPeriod> - Interface in com.opengamma.strata.pricer.rate.swap
Pricer for payment periods.
paymentPeriods(List<PaymentPeriod>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
Sets the paymentPeriods property in the builder.
paymentPeriods(PaymentPeriod...) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
The meta-property for the paymentPeriods property.
paymentPeriods(List<RatePaymentPeriod>) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
Sets the paymentPeriods property in the builder.
paymentPeriods(RatePaymentPeriod...) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
Sets the paymentPeriods property in the builder from an array of objects.
paymentPeriods() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
The meta-property for the paymentPeriods property.
PaymentRelativeTo - Enum in com.opengamma.strata.finance.rate.swap
The base date that each payment is made relative to.
paymentRelativeTo(PaymentRelativeTo) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
Sets the paymentRelativeTo property in the builder.
paymentRelativeTo() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
The meta-property for the paymentRelativeTo property.
PaymentSchedule - Class in com.opengamma.strata.finance.rate.swap
Defines the schedule of payment dates relative to the accrual periods.
paymentSchedule(PaymentSchedule) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
Sets the paymentSchedule property in the builder.
paymentSchedule() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
The meta-property for the paymentSchedule property.
PaymentSchedule.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for PaymentSchedule.
PaymentSchedule.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for PaymentSchedule.
PayReceive - Enum in com.opengamma.strata.basics
Flag indicating whether a financial instrument is "pay" or "receive".
payReceive(PayReceive) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
Sets the payReceive property in the builder.
payReceive() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
Sets the payReceive property in the builder.
payReceive() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
Sets the payReceive property in the builder.
payReceive() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
The meta-property for the payReceive property.
payReceive(PayReceive) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
Sets the payReceive property in the builder.
payReceive() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
The meta-property for the payReceive property.
PEN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PEN' - Peruvian Nuevo Sol.
period(Period) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
Sets the period property in the builder.
period() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
The meta-property for the period property.
PeriodAdditionConvention - Interface in com.opengamma.strata.basics.date
A convention defining how a period is added to a date.
PeriodAdditionConventions - Class in com.opengamma.strata.basics.date
Constants and implementations for standard period addition conventions.
PeriodAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a period of calendar days, months and years.
PeriodAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for PeriodAdjustment.
PeriodAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for PeriodAdjustment.
periodicPayments(PeriodicPayments) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
Sets the periodicPayments property in the builder.
periodicPayments() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
The meta-property for the periodicPayments property.
PeriodicPayments - Class in com.opengamma.strata.finance.credit
Specifies a periodic schedule of fixed amounts
PeriodicPayments.Builder - Class in com.opengamma.strata.finance.credit
The bean-builder for PeriodicPayments.
PeriodicPayments.Meta - Class in com.opengamma.strata.finance.credit
The meta-bean for PeriodicPayments.
PeriodicSchedule - Class in com.opengamma.strata.basics.schedule
Definition of a periodic schedule.
PeriodicSchedule.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for PeriodicSchedule.
PeriodicSchedule.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for PeriodicSchedule.
periodIndex(Integer) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the periodIndex property in the builder.
periodIndex() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the periodIndex property.
periodRate(LocalDate, LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
periodRate(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Gets the historic or forward rate at the specified fixing period.
periodRatePointSensitivity(LocalDate, LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
periodRatePointSensitivity(LocalDate, LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing period.
periods(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the periods property in the builder.
periods(SchedulePeriod...) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the periods property in the builder from an array of objects.
periods() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the periods property.
periodToEnd(Period) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
Sets the periodToEnd property in the builder.
periodToEnd() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
The meta-property for the periodToEnd property.
periodToStart(Period) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
Sets the periodToStart property in the builder.
periodToStart() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
Sets the periodToStart property in the builder.
periodToStart() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the periodToStart property.
periodToStart(Period) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
Sets the periodToStart property in the builder.
periodToStart() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
The meta-property for the periodToStart property.
Perturbation<T> - Interface in com.opengamma.strata.engine.marketdata.scenarios
Describes a perturbation applied to a single piece of data as part of a scenario.
PerturbationMapping<T> - Class in com.opengamma.strata.engine.marketdata.scenarios
Contains one or more market data perturbations and a filter that decides what market data they apply to.
PerturbationMapping.Builder<T> - Class in com.opengamma.strata.engine.marketdata.scenarios
The bean-builder for PerturbationMapping.
PerturbationMapping.Meta<T> - Class in com.opengamma.strata.engine.marketdata.scenarios
The meta-bean for PerturbationMapping.
perturbations(List<Perturbation<T>>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
Sets the perturbations property in the builder.
perturbations() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
The meta-property for the perturbations property.
PHP - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PHP' - Philippine Peso.
PKR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PKR' - Pakistani Rupee.
PL - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'PL' = Poland.
PLN - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'PLN' - Polish Zloty.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount added.
plus(double) - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with the specified amount added.
plus(Currency, double) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(CurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
plus(MultiCurrencyAmount) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a copy of this MultiCurrencyAmount with the specified amount added.
PointSensitivities - Class in com.opengamma.strata.market.sensitivity
A collection of point sensitivities.
PointSensitivities.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for PointSensitivities.
PointSensitivity - Interface in com.opengamma.strata.market.sensitivity
Point sensitivity.
PointSensitivityBuilder - Interface in com.opengamma.strata.market.sensitivity
Builder used to create point sensitivities.
portfolio - Static variable in class com.opengamma.strata.examples.finance.CdsTradeExample
 
PortfolioParameterConverter - Class in com.opengamma.strata.examples.report
Parameter converter for TradePortfolio.
PortfolioParameterConverter() - Constructor for class com.opengamma.strata.examples.report.PortfolioParameterConverter
 
positive() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Returns a copy of this CurrencyAmount with a positive amount.
PRECEDING - Static variable in class com.opengamma.strata.basics.date.BusinessDayConventions
The 'Preceding' convention which adjusts to the previous business day.
predicate(CheckedPredicate<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Predicate interface.
premium(CurrencyAmount) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
Sets the premium property in the builder.
premium() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
The meta-property for the premium property.
premium(FxPayment) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
Sets the premium property in the builder.
premium() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
The meta-property for the premium property.
premiumStyle(FutureOptionPremiumStyle) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
Sets the premiumStyle property in the builder.
premiumStyle() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
The meta-property for the premiumStyle property.
PRESENT_VALUE - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the present value of the calculation target.
PRESENT_VALUE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The present value.
presentValue() - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
The meta-property for the presentValue property.
presentValue(List<FxPayment>, RatesProvider) - Method in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator
Computes the present value of a list of cash flows.
presentValue(ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, LocalDate) - Method in class com.opengamma.strata.pricer.credit.IsdaCdsPricer
Calculates the present value of the expanded CDS product.
presentValue(FxNonDeliverableForwardProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNonDeliverableForwardProductPricer
Calculates the present value of the NDF product.
presentValue(FxPayment, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxPaymentPricer
Computes the present value of the payment by discounting.
presentValue(FxProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer
Computes the present value of the FX product by discounting each payment in its own currency.
presentValue(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the present value of the FX swap product.
presentValue(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
 
presentValue(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
 
presentValue(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
 
presentValue(PaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
 
presentValue(PaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
 
presentValue(IborFixingDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer
Calculates the present value of the Ibor fixing deposit product.
presentValue(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer
Calculates the present value by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValue(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Calculates the present value of the FRA product.
presentValue(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer
Calculates the present value of the FRA trade.
presentValue(IborFutureTrade, double, double) - Method in class com.opengamma.strata.pricer.rate.future.AbstractIborFutureTradePricer
Calculates the present value of the Ibor future trade from the current price.
presentValue(IborFutureTrade, RatesProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer
Calculates the present value of the Ibor future trade.
presentValue(IborFutureOptionTrade, LocalDate, double, double) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade from the current option price.
presentValue(IborFutureOptionTrade, RatesProvider, IborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade.
presentValue(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer
Calculates the present value of the Ibor future option trade from the underlying future price.
presentValue(SwapLeg, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Calculates the present value of the swap leg, converted to the specified currency.
presentValue(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Calculates the present value of the swap leg.
presentValue(SwapProduct, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Calculates the present value of the swap product, converted to the specified currency.
presentValue(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Calculates the present value of the swap product.
presentValue(SwapTrade, Currency, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer
Calculates the present value of the swap trade, converted to the specified currency.
presentValue(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer
Calculates the present value of the swap trade.
presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer
Calculates the present value of a single payment event.
presentValue(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer
Calculates the present value of a single payment period.
presentValue(Swaption, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta
Calculates the present value of the swaption product.
presentValue(SwaptionTrade, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionTradePricerBeta
Calculates the present value of the swaption product.
presentValueSensitivity(List<FxPayment>, RatesProvider) - Method in class com.opengamma.strata.pricer.calculator.CashflowEquivalentTheoreticalCalculator
Computes the present value sensitivity of a list of cash flows.
presentValueSensitivity(FxNonDeliverableForwardProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxNonDeliverableForwardProductPricer
Calculates the present value curve sensitivity of the NDF product.
presentValueSensitivity(FxPayment, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxPaymentPricer
Compute the present value curve sensitivity of the payment.
presentValueSensitivity(FxProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxProductPricer
Compute the present value curve sensitivity of the FX product.
presentValueSensitivity(FxSwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.fx.DiscountingFxSwapProductPricer
Calculates the present value sensitivity of the FX swap product.
presentValueSensitivity(FxResetNotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingFxResetNotionalExchangePricer
 
presentValueSensitivity(NotionalExchange, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingNotionalExchangePricer
 
presentValueSensitivity(RatePaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DiscountingRatePaymentPeriodPricer
 
presentValueSensitivity(PaymentEvent, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentEventPricer
 
presentValueSensitivity(PaymentPeriod, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.swap.DispatchingPaymentPeriodPricer
 
presentValueSensitivity(IborFixingDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingIborFixingDepositProductPricer
Calculates the present value sensitivity of the Ibor fixing product.
presentValueSensitivity(TermDepositProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.deposit.DiscountingTermDepositProductPricer
Calculates the present value sensitivity by discounting the final cash flow (nominal + interest) and the initial payment (initial amount).
presentValueSensitivity(FraProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraProductPricer
Calculates the present value sensitivity of the FRA product.
presentValueSensitivity(FraTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.fra.DiscountingFraTradePricer
Calculates the present value sensitivity of the FRA trade.
presentValueSensitivity(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer
Calculates the present value sensitivity of the Ibor future trade.
presentValueSensitivity(IborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer
Calculates the present value sensitivity of the Ibor future option trade.
presentValueSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Calculates the present value sensitivity of the swap leg.
presentValueSensitivity(SwapProduct, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapProductPricer
Calculates the present value sensitivity of the swap product.
presentValueSensitivity(SwapTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapTradePricer
Calculates the present value sensitivity of the swap trade.
presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentEventPricer
Calculates the present value sensitivity of a single payment event.
presentValueSensitivity(T, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.swap.PaymentPeriodPricer
Calculates the present value sensitivity of a single payment period.
presentValueSensitivityNormalVolatility(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer
Computes the present value sensitivity to the normal volatility used in the pricing.
presentValueSensitivityNormalVolatility(IborFutureOptionTrade, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedTradePricer
Computes the present value sensitivity to the normal volatility used in the pricing based on the price of the underlying future.
presentValueSensitivityNormalVolatility(Swaption, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta
Calculates the present value sensitivity to the implied volatility of the swaption product.
presentValueSensitivityStickyStrike(Swaption, RatesProvider, NormalVolatilitySwaptionProvider) - Method in class com.opengamma.strata.pricer.rate.swaption.NormalSwaptionProductPricerBeta
Calculates the present value sensitivity of the swaption product.
previous(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the previous business day, always returning an earlier date.
previous(LocalDate) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
previous(LocalDate, Frequency) - Method in interface com.opengamma.strata.basics.schedule.RollConvention
Calculates the previous date in the sequence after the input date.
previousOrSame(LocalDate) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Finds the previous business day, returning the input date if it is a business day.
price(LocalDate, ExpandedCds, IsdaYieldCurveParRates, IsdaCreditCurveParRates, double) - Static method in class com.opengamma.strata.pricer.credit.IsdaCdsHelper
Calculate present value on the specified valuation date.
price(IborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureProductPricer
Calculates the price of the Ibor future product.
price(IborFutureTrade, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureTradePricer
Calculates the price of the Ibor future trade.
price(IborFutureOptionTrade, RatesProvider, IborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.IborFutureOptionMarginedTradePricer
Calculates the price of the Ibor future option trade.
price(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer
Calculates the price of the Ibor future option product.
price(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer
Calculates the price of the Ibor future option product based on the price of the underlying future.
PriceIndex - Interface in com.opengamma.strata.basics.index
An index of prices.
PriceIndexDataSets - Class in com.opengamma.strata.pricer.dataset
 
PriceIndexDataSets() - Constructor for class com.opengamma.strata.pricer.dataset.PriceIndexDataSets
 
priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.function.MarketDataRatesProvider
 
PriceIndexValues - Interface in com.opengamma.strata.market.value
Provides access to the values of a price index.
priceIndexValues(Map<PriceIndex, PriceIndexValues>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
Sets the priceIndexValues property in the builder.
priceIndexValues() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the priceIndexValues property.
priceIndexValues(PriceIndex) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
priceIndexValues(PriceIndex) - Method in interface com.opengamma.strata.pricer.rate.RatesProvider
Gets the values for an Price index.
PriceIndexValuesKey - Class in com.opengamma.strata.market.key
Market data key identifying the values for an Price index.
PriceIndexValuesKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for PriceIndexValuesKey.
PriceIndices - Class in com.opengamma.strata.basics.index
Constants and implementations for standard price indices.
pricer() - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
Returns the CDS pricer.
pricer() - Method in class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction
Returns the Swap pricer.
pricer() - Method in class com.opengamma.strata.function.fx.AbstractFxForwardFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.fx.AbstractFxSwapFunction
Returns the pricer.
pricer() - Method in class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction
Returns the Term Deposit pricer.
pricer() - Method in class com.opengamma.strata.function.rate.fra.AbstractFraFunction
Returns the Fra pricer.
priceSensitivity(IborFuture, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.future.DiscountingIborFutureProductPricer
Calculates the price sensitivity of the Ibor future product.
priceSensitivityNormalVolatility(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option.
priceSensitivityNormalVolatility(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity to the normal volatility used for the pricing of the Ibor future option based on the price of the underlying future.
priceSensitivityStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity of the Ibor future option product based on curves.
priceSensitivityStickyStrike(IborFutureOption, RatesProvider, NormalVolatilityIborFutureProvider, double) - Method in class com.opengamma.strata.pricer.rate.future.NormalIborFutureOptionMarginedProductPricer
Calculates the price sensitivity of the Ibor future option product based on the price of the underlying future.
PricingException - Exception in com.opengamma.strata.pricer
Exception thrown when pricing fails.
PricingException(String) - Constructor for exception com.opengamma.strata.pricer.PricingException
Creates an instance based on a message.
PricingException(String, Throwable) - Constructor for exception com.opengamma.strata.pricer.PricingException
Creates an instance based on a message and cause.
PricingRule<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing
A rule which specifies the function group and parameters that should be used to calculate the value of a measure for a target.
PricingRule.Meta<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing
The meta-bean for PricingRule.
PricingRuleBuilder<T extends CalculationTarget> - Class in com.opengamma.strata.engine.config.pricing
Mutable builder for building instances of PricingRule.
pricingRules(PricingRules) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
Sets the pricingRules property in the builder.
pricingRules() - Method in class com.opengamma.strata.engine.CalculationRules.Meta
The meta-property for the pricingRules property.
pricingRules(PricingRules) - Method in class com.opengamma.strata.engine.Column.Builder
Sets the pricingRules property in the builder.
pricingRules() - Method in class com.opengamma.strata.engine.Column.Meta
The meta-property for the pricingRules property.
PricingRules - Interface in com.opengamma.strata.engine.config.pricing
Pricing rules specify how a measure should be calculated for a target.
pricingRules() - Method in class com.opengamma.strata.function.StandardComponents
Returns pricing rules defining how to calculate the standard measures for the standard asset classes.
product(Cds) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
The meta-property for the product property.
product(FxNonDeliverableForward) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
The meta-property for the product property.
product(FxSwap) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
The meta-property for the product property.
product(Fx) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
The meta-property for the product property.
product(FxVanillaOption) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
The meta-property for the product property.
Product - Interface in com.opengamma.strata.finance
A financial product that can be traded.
product(IborFixingDeposit) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
The meta-property for the product property.
product(TermDeposit) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
The meta-property for the product property.
product(Fra) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
The meta-property for the product property.
product(Swap) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
The meta-property for the product property.
product(Swaption) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
The meta-property for the product property.
product(P) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
Sets the product property in the builder.
product() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
The meta-property for the product property.
PRODUCT_POLYNOMIAL - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators
Product polynomial extrapolator.
productId(StandardId) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
Sets the productId property in the builder.
productId() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
The meta-property for the productId property.
productId(StandardId) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
Sets the productId property in the builder.
productId() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
The meta-property for the productId property.
ProductTrade<P extends Product> - Interface in com.opengamma.strata.finance
A trade that is directly based on a product.
productType(Class<P>) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
Sets the productType property in the builder.
productType() - Method in class com.opengamma.strata.finance.SecurityLink.Meta
The meta-property for the productType property.
PropertiesFile - Class in com.opengamma.strata.collect.io
A properties file.
property(String) - Method in class com.opengamma.strata.basics.currency.FxRate
 
property(String) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
property(String) - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
property(String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
property(String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
property(String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
property(String) - Method in class com.opengamma.strata.basics.market.FxRateId
 
property(String) - Method in class com.opengamma.strata.basics.market.FxRateKey
 
property(String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
property(String) - Method in class com.opengamma.strata.basics.schedule.Schedule
 
property(String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
property(String) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
property(String) - Method in class com.opengamma.strata.basics.value.ValueStep
 
property(String) - Method in class com.opengamma.strata.collect.id.StandardId
 
property(String) - Method in class com.opengamma.strata.collect.id.StandardLink
 
property(String) - Method in class com.opengamma.strata.collect.range.LocalDateRange
 
property(String) - Method in class com.opengamma.strata.collect.result.Failure
 
property(String) - Method in class com.opengamma.strata.collect.result.FailureItem
 
property(String) - Method in class com.opengamma.strata.collect.result.Result
 
property(String) - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.Pair
 
property(String) - Method in class com.opengamma.strata.collect.tuple.Triple
 
property(String) - Method in class com.opengamma.strata.engine.CalculationRules
 
property(String) - Method in class com.opengamma.strata.engine.calculations.CalculationResult
 
property(String) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
 
property(String) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
 
property(String) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
 
property(String) - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
 
property(String) - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
 
property(String) - Method in class com.opengamma.strata.engine.calculations.Results
 
property(String) - Method in class com.opengamma.strata.engine.Column
 
property(String) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
 
property(String) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
 
property(String) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
 
property(String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
 
property(String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
 
property(String) - Method in class com.opengamma.strata.engine.config.FunctionConfig
 
property(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
 
property(String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
 
property(String) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.Observables
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
 
property(String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
 
property(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
 
property(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
 
property(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
 
property(String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
 
property(String) - Method in class com.opengamma.strata.examples.report.TradePortfolio
 
property(String) - Method in class com.opengamma.strata.finance.credit.Cds
 
property(String) - Method in class com.opengamma.strata.finance.credit.CdsTrade
 
property(String) - Method in class com.opengamma.strata.finance.credit.ExpandedCds
 
property(String) - Method in class com.opengamma.strata.finance.credit.FeeLeg
 
property(String) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
 
property(String) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
 
property(String) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
 
property(String) - Method in class com.opengamma.strata.finance.credit.SinglePayment
 
property(String) - Method in class com.opengamma.strata.finance.equity.Equity
 
property(String) - Method in class com.opengamma.strata.finance.equity.EquityFuture
 
property(String) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
 
property(String) - Method in class com.opengamma.strata.finance.equity.EquityTrade
 
property(String) - Method in class com.opengamma.strata.finance.future.GenericFuture
 
property(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOption
 
property(String) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
 
property(String) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
 
property(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFx
 
property(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
 
property(String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
 
property(String) - Method in class com.opengamma.strata.finance.fx.Fx
 
property(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
 
property(String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
 
property(String) - Method in class com.opengamma.strata.finance.fx.FxPayment
 
property(String) - Method in class com.opengamma.strata.finance.fx.FxSwap
 
property(String) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
 
property(String) - Method in class com.opengamma.strata.finance.fx.FxTrade
 
property(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
 
property(String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
 
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
 
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
 
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
 
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
 
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
 
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
 
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
 
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
 
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
 
property(String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
 
property(String) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
 
property(String) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
 
property(String) - Method in class com.opengamma.strata.finance.rate.fra.Fra
 
property(String) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
 
property(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
 
property(String) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
 
property(String) - Method in class com.opengamma.strata.finance.rate.future.IborFuture
 
property(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
 
property(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
 
property(String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
 
property(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
 
property(String) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
 
property(String) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
 
property(String) - Method in class com.opengamma.strata.finance.rate.IborRateObservation
 
property(String) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
 
property(String) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
 
property(String) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
 
property(String) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.FxReset
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.Swap
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
 
property(String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
 
property(String) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
 
property(String) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
 
property(String) - Method in class com.opengamma.strata.finance.SecurityLink
 
property(String) - Method in class com.opengamma.strata.finance.TradeInfo
 
property(String) - Method in class com.opengamma.strata.finance.UnitSecurity
 
property(String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
 
property(String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
 
property(String) - Method in class com.opengamma.strata.market.amount.CashFlow
 
property(String) - Method in class com.opengamma.strata.market.amount.CashFlows
 
property(String) - Method in class com.opengamma.strata.market.amount.LegAmounts
 
property(String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
property(String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
 
property(String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
 
property(String) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
 
property(String) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
 
property(String) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
property(String) - Method in class com.opengamma.strata.market.curve.CurveGroup
 
property(String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
 
property(String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
property(String) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
 
property(String) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
 
property(String) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
property(String) - Method in class com.opengamma.strata.market.curve.ParRates
 
property(String) - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
 
property(String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
 
property(String) - Method in class com.opengamma.strata.market.explain.ExplainMap
 
property(String) - Method in class com.opengamma.strata.market.id.CurveGroupId
 
property(String) - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
property(String) - Method in class com.opengamma.strata.market.id.IndexRateId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
 
property(String) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
 
property(String) - Method in class com.opengamma.strata.market.id.ParRatesId
 
property(String) - Method in class com.opengamma.strata.market.id.QuoteId
 
property(String) - Method in class com.opengamma.strata.market.id.RateIndexCurveId
 
property(String) - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
 
property(String) - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
property(String) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
 
property(String) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
 
property(String) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
 
property(String) - Method in class com.opengamma.strata.market.key.IndexRateKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
 
property(String) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
 
property(String) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
 
property(String) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
 
property(String) - Method in class com.opengamma.strata.market.key.QuoteKey
 
property(String) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
property(String) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
property(String) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
 
property(String) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
property(String) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
property(String) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
property(String) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
property(String) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
property(String) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
property(String) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
property(String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
property(String) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
property(String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
property(String) - Method in class com.opengamma.strata.report.format.FormatSettings
 
property(String) - Method in class com.opengamma.strata.report.ReportCalculationResults
 
property(String) - Method in class com.opengamma.strata.report.ReportRequirements
 
property(String) - Method in class com.opengamma.strata.report.trade.TradeReport
 
property(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
property(String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.CalculationRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.calculations.Results.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.Column.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.Cds.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.equity.Equity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.Fx.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.SecurityLink.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.TradeInfo.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.ParRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
propertyGet(Bean, String, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.FxRate
 
propertyNames() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
 
propertyNames() - Method in class com.opengamma.strata.basics.date.AdjustableDate
 
propertyNames() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
propertyNames() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
 
propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateId
 
propertyNames() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
propertyNames() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
propertyNames() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
propertyNames() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
propertyNames() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
propertyNames() - Method in class com.opengamma.strata.basics.value.ValueStep
 
propertyNames() - Method in class com.opengamma.strata.collect.id.StandardId
 
propertyNames() - Method in class com.opengamma.strata.collect.id.StandardLink
 
propertyNames() - Method in class com.opengamma.strata.collect.range.LocalDateRange
 
propertyNames() - Method in class com.opengamma.strata.collect.result.Failure
 
propertyNames() - Method in class com.opengamma.strata.collect.result.FailureItem
 
propertyNames() - Method in class com.opengamma.strata.collect.result.Result
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.Pair
 
propertyNames() - Method in class com.opengamma.strata.collect.tuple.Triple
 
propertyNames() - Method in class com.opengamma.strata.engine.CalculationRules
 
propertyNames() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
 
propertyNames() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
 
propertyNames() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
 
propertyNames() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
 
propertyNames() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
 
propertyNames() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
 
propertyNames() - Method in class com.opengamma.strata.engine.calculations.Results
 
propertyNames() - Method in class com.opengamma.strata.engine.Column
 
propertyNames() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
 
propertyNames() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
 
propertyNames() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
 
propertyNames() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
 
propertyNames() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
 
propertyNames() - Method in class com.opengamma.strata.engine.config.FunctionConfig
 
propertyNames() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
 
propertyNames() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
 
propertyNames() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.Observables
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
 
propertyNames() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
 
propertyNames() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
 
propertyNames() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
 
propertyNames() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
 
propertyNames() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
 
propertyNames() - Method in class com.opengamma.strata.examples.report.TradePortfolio
 
propertyNames() - Method in class com.opengamma.strata.finance.credit.Cds
 
propertyNames() - Method in class com.opengamma.strata.finance.credit.CdsTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
 
propertyNames() - Method in class com.opengamma.strata.finance.credit.FeeLeg
 
propertyNames() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
 
propertyNames() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
 
propertyNames() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
 
propertyNames() - Method in class com.opengamma.strata.finance.credit.SinglePayment
 
propertyNames() - Method in class com.opengamma.strata.finance.equity.Equity
 
propertyNames() - Method in class com.opengamma.strata.finance.equity.EquityFuture
 
propertyNames() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.equity.EquityTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.future.GenericFuture
 
propertyNames() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
 
propertyNames() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.Fx
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxPayment
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxSwap
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
 
propertyNames() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.fra.Fra
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.Swap
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
 
propertyNames() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
 
propertyNames() - Method in class com.opengamma.strata.finance.SecurityLink
 
propertyNames() - Method in class com.opengamma.strata.finance.TradeInfo
 
propertyNames() - Method in class com.opengamma.strata.finance.UnitSecurity
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
 
propertyNames() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
 
propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlow
 
propertyNames() - Method in class com.opengamma.strata.market.amount.CashFlows
 
propertyNames() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
propertyNames() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
propertyNames() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
 
propertyNames() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
 
propertyNames() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
 
propertyNames() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
 
propertyNames() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
propertyNames() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
propertyNames() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
 
propertyNames() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
 
propertyNames() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
 
propertyNames() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
propertyNames() - Method in class com.opengamma.strata.market.curve.ParRates
 
propertyNames() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
 
propertyNames() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
 
propertyNames() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
propertyNames() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
propertyNames() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IndexRateId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
 
propertyNames() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
 
propertyNames() - Method in class com.opengamma.strata.market.id.ParRatesId
 
propertyNames() - Method in class com.opengamma.strata.market.id.QuoteId
 
propertyNames() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
 
propertyNames() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
 
propertyNames() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.QuoteKey
 
propertyNames() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
propertyNames() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
propertyNames() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
 
propertyNames() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
propertyNames() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
propertyNames() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
propertyNames() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
propertyNames() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
propertyNames() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
propertyNames() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
propertyNames() - Method in class com.opengamma.strata.report.format.FormatSettings
 
propertyNames() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
propertyNames() - Method in class com.opengamma.strata.report.ReportRequirements
 
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReport
 
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
propertyNames() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.market.FxRateKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.HalfUpRounding.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.id.StandardId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
 
PropertySet - Class in com.opengamma.strata.collect.io
A map of key-value properties.
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Failure.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.result.Result.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.CalculationRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.MissingMappingId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.calculations.Results.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.Column.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.FunctionConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.Cds.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.equity.Equity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFx.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.Fx.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.SecurityLink.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.TradeInfo.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlow.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.CashFlows.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.LegAmounts.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.CurveGroup.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.ParRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.explain.ExplainMap.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.CurveGroupId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.DiscountCurveId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IndexRateId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.ParRatesId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.QuoteId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.RateIndexCurveId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.DiscountFactorsKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.FxIndexRatesKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IborIndexRatesKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IndexRateKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.key.RateIndexCurveKey.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.format.FormatSettings.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.ReportRequirements.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
 
propertySet(Bean, String, Object, boolean) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Meta
 
PT - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'PT' - Portugal.
publicationDateOffset(int) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
Sets the publicationDateOffset property in the builder.
publicationDateOffset() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Meta
The meta-property for the publicationDateOffset property.
publicationFrequency(Frequency) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the publicationFrequency property in the builder.
publicationFrequency() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the publicationFrequency property.
put(LocalDate, double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the specified date/value point into this builder.
put(LocalDateDoublePoint) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the specified date/value point into this builder.
put(ExplainKey<R>, R) - Method in class com.opengamma.strata.market.explain.ExplainMapBuilder
Puts a single value into the map.
putAll(Collection<LocalDate>, Collection<Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified dates and values into this builder.
putAll(Stream<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified points into this builder.
putAll(List<LocalDateDoublePoint>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the specified points into this builder.
putAll(LocalDateDoubleTimeSeriesBuilder) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts the contents of the specified builder into this builder.
putAll(Map<LocalDate, Double>) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeriesBuilder
Puts all the entries from the supplied map into this builder.
PutCall - Enum in com.opengamma.strata.basics
Flag indicating whether a trade is "put" or "call".
putCall(PutCall) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
Sets the putCall property in the builder.
putCall() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
Sets the putCall property in the builder.
putCall() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
The meta-property for the putCall property.
putCall(PutCall) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
Sets the putCall property in the builder.
putCall() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
The meta-property for the putCall property.
PV01 - Static variable in class com.opengamma.strata.engine.config.Measure
Measure representing the PV01 of the calculation target.
pvbp(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Computes the Present Value of a Basis Point for a fixed swap leg.
pvbpSensitivity(SwapLeg, RatesProvider) - Method in class com.opengamma.strata.pricer.rate.swap.DiscountingSwapLegPricer
Calculates the Present Value of a Basis Point curve sensitivity for a fixed swap leg.

Q

QUADRATIC_LEFT - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators
Quadratic left extrapolator.
quantity(long) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
The meta-property for the quantity property.
quantity(long) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
Sets the quantity property in the builder.
quantity() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
The meta-property for the quantity property.
QuoteId - Class in com.opengamma.strata.market.id
The ID of a market quote.
QuoteId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for QuoteId.
QuoteKey - Class in com.opengamma.strata.market.key
Market data key identifying the current and historical values of a market identifier.
QuoteKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for QuoteKey.
QuotesCsvLoader - Class in com.opengamma.strata.examples.marketdata
Loads a set of quotes into memory by reading from CSV resources.

R

rate() - Method in class com.opengamma.strata.basics.currency.FxRate.Meta
The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
Sets the rate property in the builder.
rate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
Sets the rate property in the builder.
rate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
The meta-property for the rate property.
rate(double) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
Sets the rate property in the builder.
rate() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Meta
The meta-property for the rate property.
rate(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
Sets the rate property in the builder.
rate() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Meta
The meta-property for the rate property.
rate(Currency, LocalDate) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
 
rate(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
rate(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
rate(Currency, LocalDate) - Method in interface com.opengamma.strata.market.value.FxIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(LocalDate) - Method in interface com.opengamma.strata.market.value.IborIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Gets the historic or forward rate at the specified fixing date.
rate(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateObservationFn
 
rate(RateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.DispatchingRateObservationFn
 
rate(IborAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateObservationFn
 
rate(IborInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateObservationFn
 
rate(IborRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateObservationFn
 
rate(InflationInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateObservationFn
 
rate(InflationMonthlyRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateObservationFn
 
rate(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateObservationFn
 
rate(OvernightCompoundedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateObservationFn
 
rate(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Determines the applicable rate for the observation.
RateAccrualPeriod - Class in com.opengamma.strata.finance.rate.swap
A period over which a fixed or floating rate is accrued.
RateAccrualPeriod.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for RateAccrualPeriod.
RateAccrualPeriod.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for RateAccrualPeriod.
RateCalculation - Interface in com.opengamma.strata.finance.rate.swap
The accrual calculation part of an interest rate swap leg.
RateCalculationSwapLeg - Class in com.opengamma.strata.finance.rate.swap
A rate swap leg defined using a parameterized schedule and calculation.
RateCalculationSwapLeg.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for RateCalculationSwapLeg.
RateCalculationSwapLeg.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for RateCalculationSwapLeg.
RateCurveCurrencyFilter - Class in com.opengamma.strata.function.marketdata.scenarios.curves
A market data filter which matches rate curves with a specific currency.
RateCurveCurrencyFilter.Builder - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The bean-builder for RateCurveCurrencyFilter.
RateCurveCurrencyFilter.Meta - Class in com.opengamma.strata.function.marketdata.scenarios.curves
The meta-bean for RateCurveCurrencyFilter.
RateCurveId - Interface in com.opengamma.strata.market.id
Market data ID identifying a rates curve.
rateCutOffDays(int) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
Sets the rateCutOffDays property in the builder.
rateCutOffDays() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
Sets the rateCutOffDays property in the builder.
rateCutOffDays() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the rateCutOffDays property.
rateCutOffDays(int) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
Sets the rateCutOffDays property in the builder.
rateCutOffDays() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
The meta-property for the rateCutOffDays property.
RateIndex - Interface in com.opengamma.strata.basics.index
A index of interest rates, such as an Overnight or Inter-Bank rate.
RateIndexCurveId - Class in com.opengamma.strata.market.id
A market data ID identifying the forward curve for an Index.
RateIndexCurveId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for RateIndexCurveId.
RateIndexCurveKey - Class in com.opengamma.strata.market.key
Market data key identifying the forward curve for an index.
RateIndexCurveKey.Meta - Class in com.opengamma.strata.market.key
The meta-bean for RateIndexCurveKey.
RateIndexCurveMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping that accepts a RateIndexCurveKey and returns a RateIndexCurveId with the name of the curve group that is the source of the curve.
RateIndexCurveMapping.Builder - Class in com.opengamma.strata.function.marketdata.mapping
The bean-builder for RateIndexCurveMapping.
RateIndexCurveMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for RateIndexCurveMapping.
RateIndexCurveMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds a Curve representing the forward curve of an index.
RateIndexCurveMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.RateIndexCurveMarketDataFunction
 
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
Sets the rateKey property in the builder.
rateKey() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
Sets the rateKey property in the builder.
rateKey() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
Sets the rateKey property in the builder.
rateKey() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
The meta-property for the rateKey property.
rateKey(ObservableKey) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
Sets the rateKey property in the builder.
rateKey() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
The meta-property for the rateKey property.
RateObservation - Interface in com.opengamma.strata.finance.rate
Defines a mechanism for observing an interest rate.
rateObservation(RateObservation) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
Sets the rateObservation property in the builder.
rateObservation() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
The meta-property for the rateObservation property.
RateObservationFn<T extends RateObservation> - Interface in com.opengamma.strata.pricer.rate
Observes a rate from an index.
RatePaymentPeriod - Class in com.opengamma.strata.finance.rate.swap
A period over which a rate of interest is paid.
RatePaymentPeriod.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for RatePaymentPeriod.
RatePaymentPeriod.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for RatePaymentPeriod.
RatePeriodSwapLeg - Class in com.opengamma.strata.finance.rate.swap
A rate swap leg defined using payment and accrual periods.
RatePeriodSwapLeg.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for RatePeriodSwapLeg.
RatePeriodSwapLeg.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for RatePeriodSwapLeg.
ratePointSensitivity(Currency, LocalDate) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
 
ratePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
ratePointSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
ratePointSensitivity(Currency, LocalDate) - Method in interface com.opengamma.strata.market.value.FxIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.IborIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
ratePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Calculates the point sensitivity of the historic or forward rate at the specified fixing date.
rates(Map<ObservableId, Double>) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
Sets the rates property in the builder.
rates() - Method in class com.opengamma.strata.market.curve.ParRates.Meta
The meta-property for the rates property.
RatesCurvesCsvLoader - Class in com.opengamma.strata.examples.marketdata.curve
Loads a set of rates curves into memory by reading from CSV resources.
rateSensitivity(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ApproxForwardOvernightAveragedRateObservationFn
 
rateSensitivity(RateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.DispatchingRateObservationFn
 
rateSensitivity(IborAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborAveragedRateObservationFn
 
rateSensitivity(IborInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborInterpolatedRateObservationFn
 
rateSensitivity(IborRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardIborRateObservationFn
 
rateSensitivity(InflationInterpolatedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationInterpolatedRateObservationFn
 
rateSensitivity(InflationMonthlyRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardInflationMonthlyRateObservationFn
 
rateSensitivity(OvernightAveragedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightAveragedRateObservationFn
 
rateSensitivity(OvernightCompoundedRateObservation, LocalDate, LocalDate, RatesProvider) - Method in class com.opengamma.strata.pricer.impl.rate.ForwardOvernightCompoundedRateObservationFn
 
rateSensitivity(T, LocalDate, LocalDate, RatesProvider) - Method in interface com.opengamma.strata.pricer.rate.RateObservationFn
Determines the point sensitivity for the rate observation.
RatesFiniteDifferenceSensitivityCalculator - Class in com.opengamma.strata.pricer.sensitivity
Computes the curve parameter sensitivity by finite difference.
RatesFiniteDifferenceSensitivityCalculator(double) - Constructor for class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Create an instance of the finite difference calculator.
RatesProvider - Interface in com.opengamma.strata.pricer.rate
A provider of rates, such as Ibor and Overnight, used for pricing financial instruments.
reason() - Method in class com.opengamma.strata.collect.result.Failure.Meta
The meta-property for the reason property.
reason() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the reason property.
receiveLegCurrency() - Static method in interface com.opengamma.strata.engine.config.ReportingRules
Returns a rule that uses the target's receive leg currency as the reporting currency.
RECIPROCAL - Static variable in class com.opengamma.strata.function.interpolator.CurveExtrapolators
Reciprocal extrapolator.
recoveryRate() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
The meta-property for the recoveryRate property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
Sets the referenceCurrency property in the builder.
referenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Meta
The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
Sets the referenceCurrency property in the builder.
referenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Meta
The meta-property for the referenceCurrency property.
referenceCurrency(Currency) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
Sets the referenceCurrency property in the builder.
referenceCurrency() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Meta
The meta-property for the referenceCurrency property.
referenceCurrency() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the referenceCurrency property.
referenceEndInterpolationMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
Sets the referenceEndInterpolationMonth property in the builder.
referenceEndInterpolationMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the referenceEndInterpolationMonth property.
referenceEndMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
Sets the referenceEndMonth property in the builder.
referenceEndMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the referenceEndMonth property.
referenceEndMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
Sets the referenceEndMonth property in the builder.
referenceEndMonth() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
The meta-property for the referenceEndMonth property.
referenceEntityId(StandardId) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
Sets the referenceEntityId property in the builder.
referenceEntityId() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
The meta-property for the referenceEntityId property.
referenceInformation(ReferenceInformation) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
Sets the referenceInformation property in the builder.
referenceInformation() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
The meta-property for the referenceInformation property.
ReferenceInformation - Interface in com.opengamma.strata.finance.credit
Identifies the reference that credit protection applies to.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey.Meta
The meta-property for the referenceInformation property.
referenceInformation() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey.Meta
The meta-property for the referenceInformation property.
ReferenceInformationType - Enum in com.opengamma.strata.finance.credit
Defines the type of the CDS underlying that protection applies to.
referenceMonth() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the referenceMonth property.
referenceStartInterpolationMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
Sets the referenceStartInterpolationMonth property in the builder.
referenceStartInterpolationMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the referenceStartInterpolationMonth property.
referenceStartMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
Sets the referenceStartMonth property in the builder.
referenceStartMonth() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the referenceStartMonth property.
referenceStartMonth(YearMonth) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
Sets the referenceStartMonth property in the builder.
referenceStartMonth() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Meta
The meta-property for the referenceStartMonth property.
region(Country) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
Sets the region property in the builder.
region() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Meta
The meta-property for the region property.
relative(double) - Static method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
Creates a shift that multiplies the values at each curve node by a scaling factor.
relative(Curve, double) - Static method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
Returns a curve based on an underlying curve with a scaling applied to the Y values.
relativeTolerance(double) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
Sets the relativeTolerance property in the builder.
relativeTolerance() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Meta
The meta-property for the relativeTolerance property.
relativeYearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the relative year fraction between the specified dates.
relativeYearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the relative year fraction between the specified dates.
relativeYearFraction(ZonedDateTime) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
relativeYearFraction(ZonedDateTime) - Method in interface com.opengamma.strata.pricer.provider.NormalVolatilitySwaptionProvider
Converts a time and date to a relative year fraction.
relativeYearFraction(LocalDate, LocalTime, ZoneId) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
relativeYearFraction(LocalDate, LocalTime, ZoneId) - Method in interface com.opengamma.strata.pricer.rate.future.NormalVolatilityIborFutureProvider
Converts a date to a relative year fraction.
Report - Interface in com.opengamma.strata.report
Represents a business report.
ReportCalculationResults - Class in com.opengamma.strata.report
Stores a set of engine calculation results along with the context required to run reports.
ReportCalculationResults(ReportCalculationResults.Builder) - Constructor for class com.opengamma.strata.report.ReportCalculationResults
Restricted constructor.
ReportCalculationResults.Builder - Class in com.opengamma.strata.report
The bean-builder for ReportCalculationResults.
ReportCalculationResults.Meta - Class in com.opengamma.strata.report
The meta-bean for ReportCalculationResults.
ReportFormatter<R extends Report> - Class in com.opengamma.strata.report.format
Common base class for formatting reports into ASCII tables or CSV format.
ReportFormatter(FormatSettings) - Constructor for class com.opengamma.strata.report.format.ReportFormatter
 
reportingCurrency(CalculationTarget) - Method in interface com.opengamma.strata.engine.config.ReportingRules
Returns the currency which should be used when reporting calculation results for the target.
reportingRules(ReportingRules) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
Sets the reportingRules property in the builder.
reportingRules() - Method in class com.opengamma.strata.engine.CalculationRules.Meta
The meta-property for the reportingRules property.
reportingRules(ReportingRules) - Method in class com.opengamma.strata.engine.Column.Builder
Sets the reportingRules property in the builder.
reportingRules() - Method in class com.opengamma.strata.engine.Column.Meta
The meta-property for the reportingRules property.
reportingRules(ReportingRules) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
Sets the reportingRules property in the builder.
reportingRules() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
The meta-property for the reportingRules property.
ReportingRules - Interface in com.opengamma.strata.engine.config
A set of rules that decide how calculation results should be reported.
ReportOutputFormat - Enum in com.opengamma.strata.report.format
Enumerates the report output formats.
ReportOutputFormatParameterConverter - Class in com.opengamma.strata.examples.report
Parameter converter for ReportOutputFormat.
ReportOutputFormatParameterConverter() - Constructor for class com.opengamma.strata.examples.report.ReportOutputFormatParameterConverter
 
ReportRequirements - Class in com.opengamma.strata.report
Describes the requirements for a report to be run in terms of trade-level measures that can be separately obtained by the calculation engine.
ReportRequirements(ReportRequirements.Builder) - Constructor for class com.opengamma.strata.report.ReportRequirements
Restricted constructor.
ReportRequirements.Builder - Class in com.opengamma.strata.report
The bean-builder for ReportRequirements.
ReportRequirements.Meta - Class in com.opengamma.strata.report
The meta-bean for ReportRequirements.
ReportRunner<T extends ReportTemplate> - Interface in com.opengamma.strata.report
Runs a report for a specific template type.
ReportRunnerTool - Class in com.opengamma.strata.examples.report
Tool for running a report from the command line.
ReportRunnerTool() - Constructor for class com.opengamma.strata.examples.report.ReportRunnerTool
 
ReportTemplate - Interface in com.opengamma.strata.report
Marker interface for report templates.
ReportTemplateIniLoader<T extends ReportTemplate> - Interface in com.opengamma.strata.report
Loads a report template from an ini-based file format.
ReportTemplateParameterConverter - Class in com.opengamma.strata.examples.report
Parameter converter for ReportTemplate.
ReportTemplateParameterConverter() - Constructor for class com.opengamma.strata.examples.report.ReportTemplateParameterConverter
 
requirements() - Method in class com.opengamma.strata.engine.calculations.CalculationTask
Returns requirements specifying the market data the function needs to perform its calculations.
requirements(T) - Method in interface com.opengamma.strata.engine.calculations.function.CalculationFunction
Returns requirements specifying the market data the function needs to perform its calculations.
requirements(CalculationTarget) - Method in class com.opengamma.strata.engine.config.MissingConfigCalculationFunction
 
requirements(I, MarketDataConfig) - Method in interface com.opengamma.strata.engine.marketdata.functions.MarketDataFunction
Returns requirements representing the data needed to build the item of market data identified by the ID.
requirements(MissingMappingId, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.functions.MissingMappingMarketDataFunction
 
requirements(MarketDataId, MarketDataConfig) - Method in class com.opengamma.strata.engine.marketdata.NoMatchingRulesMarketDataFunction
 
requirements(CdsTrade) - Method in class com.opengamma.strata.function.calculation.credit.AbstractCdsFunction
 
requirements(GenericFutureTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureFunction
 
requirements(GenericFutureOptionTrade) - Method in class com.opengamma.strata.function.calculation.future.AbstractGenericFutureOptionFunction
 
requirements(SwapTrade) - Method in class com.opengamma.strata.function.calculation.rate.swap.AbstractSwapFunction
 
requirements(FxTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxForwardFunction
 
requirements(FxNonDeliverableForwardTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxNonDeliverableForwardFunction
 
requirements(FxSwapTrade) - Method in class com.opengamma.strata.function.fx.AbstractFxSwapFunction
 
requirements(CurveGroupId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.CurveGroupMarketDataFunction
 
requirements(DiscountCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.DiscountingCurveMarketDataFunction
 
requirements(ParRatesId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.ParRatesMarketDataFunction
 
requirements(RateIndexCurveId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.RateIndexCurveMarketDataFunction
 
requirements(ZeroRateDiscountFactorsId, MarketDataConfig) - Method in class com.opengamma.strata.function.marketdata.curve.ZeroRateDiscountFactorsMarketDataFunction
 
requirements(TermDepositTrade) - Method in class com.opengamma.strata.function.rate.deposit.AbstractTermDepositFunction
 
requirements(FraTrade) - Method in class com.opengamma.strata.function.rate.fra.AbstractFraFunction
 
requirements(SwapTrade) - Method in class com.opengamma.strata.function.rate.swap.SwapAccruedInterestFunction
 
requirements(SwapTrade) - Method in class com.opengamma.strata.function.rate.swap.SwapLegNotionalFunction
 
requirements() - Method in interface com.opengamma.strata.market.curve.config.CurveNode
Returns requirements for the market data needed to build a trade representing the instrument at the node.
requirements() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
 
requirements() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
 
requirements(CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
 
requirements(T) - Method in interface com.opengamma.strata.report.ReportRunner
Gets a description of the requirements to run a report for the given template.
requirements(TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
 
RESET_PERIODS - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The list of reset periods.
resetFrequency(Frequency) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
Sets the resetFrequency property in the builder.
resetFrequency() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Meta
The meta-property for the resetFrequency property.
resetPeriods(ResetSchedule) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the resetPeriods property in the builder.
resetPeriods() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the resetPeriods property.
ResetSchedule - Class in com.opengamma.strata.finance.rate.swap
Defines the schedule of fixing dates relative to the accrual periods.
ResetSchedule.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for ResetSchedule.
ResetSchedule.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for ResetSchedule.
Resolvable<T> - Interface in com.opengamma.strata.collect.id
Provides a mechanism to resolve links within an object graph.
resolvable(StandardId, Class<R>) - Static method in class com.opengamma.strata.collect.id.StandardLink
Create a resolvable link for the specified identifier and type.
resolvable(StandardId, Class<R>) - Static method in class com.opengamma.strata.finance.SecurityLink
Create a resolvable link for the specified identifier and product type.
resolve(LinkResolver) - Method in interface com.opengamma.strata.collect.id.Link
Resolves this link using the specified resolver.
resolve(StandardId, Class<T>) - Method in interface com.opengamma.strata.collect.id.LinkResolver
Resolves the supplied link, returning the realized target of the link.
resolve(StandardId, TypeToken<T>) - Method in interface com.opengamma.strata.collect.id.LinkResolver
Resolves the supplied link, returning the realized target of the link.
resolve(LinkResolver) - Method in class com.opengamma.strata.collect.id.StandardLink
Resolves this link using the specified resolver.
resolve(LinkResolver) - Method in class com.opengamma.strata.finance.SecurityLink
Resolves this link using the specified resolver.
resolved(R) - Static method in class com.opengamma.strata.collect.id.StandardLink
Create a link with the link target embedded directly.
resolved(Security<R>) - Static method in class com.opengamma.strata.finance.SecurityLink
Create a link with the security embedded directly.
resolvedTarget() - Method in class com.opengamma.strata.finance.SecurityLink
Returns the target, throwing an exception if the link is not resolved.
resolveLinks(LinkResolver) - Method in interface com.opengamma.strata.collect.id.Resolvable
Resolves all links in the object graph.
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.collect.id.StandardLink
Resolves this link, and any links that the target contains, using the specified resolver.
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.equity.EquityTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.future.GenericFutureOption
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
 
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.SecurityLink
Resolves this link, and any links that the security contains, using the specified resolver.
resolveLinks(LinkResolver) - Method in interface com.opengamma.strata.finance.SecurityTrade
Returns a trade where all links have been resolved.
resolveLinks(LinkResolver) - Method in class com.opengamma.strata.finance.UnitSecurity
Resolves all links in this security, returning a fully resolved security.
resolveLinksIn(B) - Method in interface com.opengamma.strata.collect.id.LinkResolver
Resolves all the links within the specified bean.
resolveLinksIn(B, T, Function<T, B>) - Method in interface com.opengamma.strata.collect.id.LinkResolver
Resolves all the links within one property of a bean.
resolveValues(List<SchedulePeriod>) - Method in class com.opengamma.strata.basics.value.ValueSchedule
Resolves the value and adjustments against a specific schedule.
ResourceLocator - Class in com.opengamma.strata.collect.io
A locator for a resource, specified as a file or classpath resource.
RestructuringClause - Enum in com.opengamma.strata.finance.credit
Specifies the form of the restructuring credit event that is applicable to the credit default swap.
restructuringClause(RestructuringClause) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
Sets the restructuringClause property in the builder.
restructuringClause() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
The meta-property for the restructuringClause property.
Result<T> - Class in com.opengamma.strata.collect.result
An immutable calculation result.
result() - Method in class com.opengamma.strata.engine.calculations.AggregatingCalculationListener
Returns the aggregate result of the calculations, blocking until it is available.
result(Result<?>) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
Sets the result property in the builder.
result() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
The meta-property for the result property.
Result.Meta<T> - Class in com.opengamma.strata.collect.result
The meta-bean for Result.
resultReceived(CalculationResult) - Method in class com.opengamma.strata.engine.calculations.AggregatingCalculationListener
 
resultReceived(CalculationResult) - Method in interface com.opengamma.strata.engine.calculations.CalculationListener
Invoked when a calculation completes.
results(List<T>) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
Sets the results property in the builder.
results(T...) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
Sets the results property in the builder from an array of objects.
results() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Meta
The meta-property for the results property.
Results - Class in com.opengamma.strata.engine.calculations
Results of performing calculations for a set of targets over a set of scenarios.
Results.Builder - Class in com.opengamma.strata.engine.calculations
The bean-builder for Results.
Results.Meta - Class in com.opengamma.strata.engine.calculations
The meta-bean for Results.
rightExtrapolator(CurveExtrapolator) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
Sets the rightExtrapolator property in the builder.
rightExtrapolator() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Meta
The meta-property for the rightExtrapolator property.
rightExtrapolator(CurveExtrapolator) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
Sets the rightExtrapolator property in the builder.
rightExtrapolator() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Meta
The meta-property for the rightExtrapolator property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the rollConvention property in the builder.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the rollConvention property.
RollConvention - Interface in com.opengamma.strata.basics.schedule
A convention defining how to roll dates.
rollConvention(RollConvention) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
Sets the rollConvention property in the builder.
rollConvention() - Method in class com.opengamma.strata.basics.schedule.Schedule.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
Sets the rollConvention property in the builder.
rollConvention() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the rollConvention property in the builder.
rollConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
rollConvention(RollConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the rollConvention property in the builder.
rollConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the rollConvention property.
RollConventions - Class in com.opengamma.strata.basics.schedule
Constants and implementations for standard roll conventions.
RON - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'RON' - Romanian New Leu.
RootFinderConfig - Class in com.opengamma.strata.function.marketdata.curve
Configuration for the root finder used when calibrating curves.
RootFinderConfig.Builder - Class in com.opengamma.strata.function.marketdata.curve
The bean-builder for RootFinderConfig.
RootFinderConfig.Meta - Class in com.opengamma.strata.function.marketdata.curve
The meta-bean for RootFinderConfig.
round(double) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
round(BigDecimal) - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
round(double) - Method in interface com.opengamma.strata.basics.value.Rounding
Rounds the specified value according to the rules of the convention.
round(BigDecimal) - Method in interface com.opengamma.strata.basics.value.Rounding
Rounds the specified value according to the rules of the convention.
Rounding - Interface in com.opengamma.strata.basics.value
A convention defining how to round a number.
rounding(Rounding) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
Sets the rounding property in the builder.
rounding() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Meta
The meta-property for the rounding property.
rounding(Rounding) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
Sets the rounding property in the builder.
rounding() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
The meta-property for the rounding property.
rowCount(int) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
Sets the rowCount property in the builder.
rowCount() - Method in class com.opengamma.strata.engine.calculations.Results.Meta
The meta-property for the rowCount property.
rowIndex(int) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
Sets the rowIndex property in the builder.
rowIndex() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
The meta-property for the rowIndex property.
rowIndex(int) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
Sets the rowIndex property in the builder.
rowIndex() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
The meta-property for the rowIndex property.
RU - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'RU' = Russia.
RUB - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'RUB' - Russian Ruble.
rules(List<MarketDataRule>) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
Sets the rules property in the builder.
rules(MarketDataRule...) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
Sets the rules property in the builder from an array of objects.
rules() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Meta
The meta-property for the rules property.
rules(List<PricingRule<?>>) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
Sets the rules property in the builder.
rules() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Meta
The meta-property for the rules property.
rules() - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder
Gets the market data rules to use with this environment.
run() - Method in interface com.opengamma.strata.collect.function.CheckedRunnable
Performs an action.
runInstant(Instant) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the runInstant property in the builder.
runInstant() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the runInstant property.
runInstant(Instant) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the runInstant property in the builder.
runInstant() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the runInstant property.
runnable(CheckedRunnable) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Runnable interface.
runReport(ReportCalculationResults, CashFlowReportTemplate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReportRunner
 
runReport(ReportCalculationResults, T) - Method in interface com.opengamma.strata.report.ReportRunner
Runs a report from a set of calculation results.
runReport(ReportCalculationResults, TradeReportTemplate) - Method in class com.opengamma.strata.report.trade.TradeReportRunner
 

S

SA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'SA' - Saudi Arabia.
SAR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SAR' - Saudi Riyal.
SAT_SUN - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Saturday/Sunday weekends.
scalingFactor() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates.Meta
The meta-property for the scalingFactor property.
scenarioCount() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
The meta-property for the scenarioCount property.
ScenarioDefinition - Class in com.opengamma.strata.engine.marketdata.scenarios
A scenario definition defines how to create multiple sets of market data for running calculations over a set of scenarios.
ScenarioDefinition.Builder - Class in com.opengamma.strata.engine.marketdata.scenarios
The bean-builder for ScenarioDefinition.
ScenarioDefinition.Meta - Class in com.opengamma.strata.engine.marketdata.scenarios
The meta-bean for ScenarioDefinition.
ScenarioMarketData - Class in com.opengamma.strata.engine.marketdata
A set of market data used for performing calculations across a set of scenarios.
ScenarioMarketData.Meta - Class in com.opengamma.strata.engine.marketdata
The meta-bean for ScenarioMarketData.
ScenarioMarketDataBuilder - Class in com.opengamma.strata.engine.marketdata
A mutable builder for building an instance of ScenarioMarketData.
ScenarioMarketDataResult - Class in com.opengamma.strata.engine.marketdata
The result of building a set of scenario market data, containing the successfully built data and details of any data that could not be built.
ScenarioMarketDataResult.Builder - Class in com.opengamma.strata.engine.marketdata
The bean-builder for ScenarioMarketDataResult.
ScenarioMarketDataResult.Meta - Class in com.opengamma.strata.engine.marketdata
The meta-bean for ScenarioMarketDataResult.
scenarioNames(List<String>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
Sets the scenarioNames property in the builder.
scenarioNames(String...) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
Sets the scenarioNames property in the builder from an array of objects.
scenarioNames() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Meta
The meta-property for the scenarioNames property.
ScenarioResult<T> - Interface in com.opengamma.strata.engine.calculations.function.result
A container for multiple results produced by performing a single calculation across multiple scenarios.
Schedule - Class in com.opengamma.strata.basics.schedule
A complete schedule of periods (date ranges), with both unadjusted and adjusted dates.
Schedule.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for Schedule.
Schedule.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for Schedule.
ScheduleException - Exception in com.opengamma.strata.basics.schedule
Exception thrown when a schedule cannot be calculated.
ScheduleException(String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
Creates an instance.
ScheduleException(PeriodicSchedule, String, Object...) - Constructor for exception com.opengamma.strata.basics.schedule.ScheduleException
Creates an instance, specifying the definition that caused the problem.
ScheduleGui - Class in com.opengamma.strata.examples.basics
A simple GUI demonstration of schedule generation.
ScheduleGui() - Constructor for class com.opengamma.strata.examples.basics.ScheduleGui
 
SchedulePeriod - Class in com.opengamma.strata.basics.schedule
A period in a schedule.
SchedulePeriod.Builder - Class in com.opengamma.strata.basics.schedule
The bean-builder for SchedulePeriod.
SchedulePeriod.Meta - Class in com.opengamma.strata.basics.schedule
The meta-bean for SchedulePeriod.
scheme() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
The meta-property for the scheme property.
SE - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'SE' - Sweden.
seasonality() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
The meta-property for the seasonality property.
second() - Method in class com.opengamma.strata.collect.tuple.DoublesPair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.Pair.Meta
The meta-property for the second property.
second() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the second property.
Security<P extends Product> - Interface in com.opengamma.strata.finance
A single security.
securityLink(SecurityLink<EquityFuture>) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<Equity>) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<GenericFutureOption>) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<GenericFuture>) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<IborFutureOption>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
The meta-property for the securityLink property.
securityLink(SecurityLink<IborFuture>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
Sets the securityLink property in the builder.
securityLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
The meta-property for the securityLink property.
SecurityLink<P extends Product> - Class in com.opengamma.strata.finance
A link to a security.
SecurityLink.Builder<P extends Product> - Class in com.opengamma.strata.finance
The bean-builder for SecurityLink.
SecurityLink.Meta<P extends Product> - Class in com.opengamma.strata.finance
The meta-bean for SecurityLink.
SecurityTrade<P extends Product> - Interface in com.opengamma.strata.finance
A trade that is directly based on a security.
SEK - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SEK' - Swedish Krona.
seniority(SeniorityLevel) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
Sets the seniority property in the builder.
seniority() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Meta
The meta-property for the seniority property.
SeniorityLevel - Enum in com.opengamma.strata.finance.credit
Specifies the repayment precedence of a debt instrument.
sensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities.Meta
The meta-property for the sensitivities property.
sensitivities() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities.Meta
The meta-property for the sensitivities property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity.Meta
The meta-property for the sensitivity property.
sensitivity(ImmutableRatesProvider, Function<ImmutableRatesProvider, CurrencyAmount>) - Method in class com.opengamma.strata.pricer.sensitivity.RatesFiniteDifferenceSensitivityCalculator
Computes the first order sensitivities of a function of a RatesProvider to a double by finite difference.
sensitivity() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
The meta-property for the sensitivity property.
serializeCompact(TradePortfolio) - Static method in class com.opengamma.strata.examples.finance.CdsTradeExample
 
serializePretty(TradePortfolio) - Static method in class com.opengamma.strata.examples.finance.CdsTradeExample
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.Column.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.Column.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
 
set(String, Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
 
set(String, Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
 
set(String, Object) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
 
set(String, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
 
set(String, Object) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
set(String, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
set(MetaProperty<?>, Object) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.Column.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
setAll(Map<String, ? extends Object>) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.CalculationRules.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.calculations.Results.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.Column.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.Column.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
 
setString(String, String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
 
setString(String, String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.equity.Equity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
 
setString(String, String) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
 
setString(String, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.ParRates.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
 
setString(String, String) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
setString(String, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
setString(MetaProperty<?>, String) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
SETTINGS_REPORT_TYPE - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
The report type property name, in the settings section.
SETTINGS_SECTION - Static variable in interface com.opengamma.strata.report.ReportTemplateIniLoader
The settings section name.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
Sets the settlementCurrencyNotional property in the builder.
settlementCurrencyNotional() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Meta
The meta-property for the settlementCurrencyNotional property.
settlementCurrencyNotional(CurrencyAmount) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
Sets the settlementCurrencyNotional property in the builder.
settlementCurrencyNotional() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Meta
The meta-property for the settlementCurrencyNotional property.
settlementDate(LocalDate) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
Sets the settlementDate property in the builder.
settlementDate() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
The meta-property for the settlementDate property.
settlementDate(LocalDate) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
Sets the settlementDate property in the builder.
settlementDate() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
The meta-property for the settlementDate property.
SFE - Static variable in class com.opengamma.strata.basics.schedule.RollConventions
The 'SFE' roll convention which adjusts the date to the second Friday.
SG - Static variable in class com.opengamma.strata.basics.location.Country
The country 'SG' - Singapore.
SGD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'SGD' - Singapore Dollar.
shift(LocalDate, int) - Method in interface com.opengamma.strata.basics.date.HolidayCalendar
Shifts the date by the specified number of business days.
shift(LocalDate, int) - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
 
shiftAmount() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
The meta-property for the shiftAmount property.
shiftAmount() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
The meta-property for the shiftAmount property.
shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
shiftedBy(DoubleBinaryOperator) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
shiftedBy(List<ValueAdjustment>) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
shiftedBy(DoubleBinaryOperator) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve for which each of the parameters has been shifted.
shiftedBy(List<ValueAdjustment>) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve for which each of the parameters has been shifted.
shifts() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
The meta-property for the shifts property.
shiftType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift.Meta
The meta-property for the shiftType property.
shiftType() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve.Meta
The meta-property for the shiftType property.
ShiftType - Enum in com.opengamma.strata.market.curve
Enum representing alternative ways to apply a shift which modifies the value of a piece of market data.
shortIndex(IborIndex) - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
Sets the shortIndex property in the builder.
shortIndex() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Meta
The meta-property for the shortIndex property.
SimpleCurveNodeMetadata - Class in com.opengamma.strata.market.curve
Simple curve node metadata that defines a date and label.
SimpleCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for SimpleCurveNodeMetadata.
SimpleDiscountFactors - Class in com.opengamma.strata.market.value
Provides access to discount factors for a currency based on a discount factor curve.
SimpleDiscountFactors.Meta - Class in com.opengamma.strata.market.value
The meta-bean for SimpleDiscountFactors.
SimpleMarketDataKey<T> - Interface in com.opengamma.strata.basics.market
Interface for market data keys representing simple types of market data for which no market data rules are required.
SingleCalculationMarketData - Interface in com.opengamma.strata.engine.marketdata
A source of market data provided to an engine function and used for a calculation across a single scenario.
SingleNameReferenceInformation - Class in com.opengamma.strata.finance.credit
Reference data for a CDS single-name.
SingleNameReferenceInformation.Builder - Class in com.opengamma.strata.finance.credit
The bean-builder for SingleNameReferenceInformation.
SingleNameReferenceInformation.Meta - Class in com.opengamma.strata.finance.credit
The meta-bean for SingleNameReferenceInformation.
SinglePayment - Class in com.opengamma.strata.finance.credit
An upfront fee agreed upon between buyer and seller.
SinglePayment.Builder - Class in com.opengamma.strata.finance.credit
The bean-builder for SinglePayment.
SinglePayment.Meta - Class in com.opengamma.strata.finance.credit
The meta-bean for SinglePayment.
singleValueFailures(Map<MarketDataId<?>, Result<?>>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
Sets the singleValueFailures property in the builder.
singleValueFailures() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
The meta-property for the singleValueFailures property.
singleValueFailures(Map<MarketDataId<?>, Result<?>>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
Sets the singleValueFailures property in the builder.
singleValueFailures() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
The meta-property for the singleValueFailures property.
singleValueRequirements(Set<? extends MarketDataKey<?>>) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
Sets the singleValueRequirements property in the builder.
singleValueRequirements() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
The meta-property for the singleValueRequirements property.
singleValues(Map<? extends MarketDataId<?>, Object>) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
Sets the singleValues property in the builder.
singleValues() - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
The meta-property for the singleValues property.
size() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the number of stored amounts.
size() - Method in class com.opengamma.strata.basics.schedule.Schedule
Gets the number of periods in the schedule.
size() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Return the size of this time-series.
size() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the number of elements held by this pair.
size() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the number of elements held by this triple.
size() - Method in interface com.opengamma.strata.collect.tuple.Tuple
Gets the number of elements held by this tuple.
size() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
 
size() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
 
size() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
 
size() - Method in interface com.opengamma.strata.engine.calculations.function.result.ScenarioResult
Returns the number of results.
size() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Gets the number of sensitivity entries.
size() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Gets the number of sensitivity entries.
SK - Static variable in class com.opengamma.strata.basics.location.Country
The currency 'SK' - Slovakia.
sort() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Sorts the mutable list of point sensitivities.
sorted() - Method in class com.opengamma.strata.market.amount.CashFlows
Returns an instance that is sorted.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
Sets the spotDateOffset property in the builder.
spotDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
Sets the spotDateOffset property in the builder.
spotDateOffset() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
Sets the spotDateOffset property in the builder.
spotDateOffset() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
Sets the spotDateOffset property in the builder.
spotDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spotDateOffset(DaysAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
Sets the spotDateOffset property in the builder.
spotDateOffset() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
The meta-property for the spotDateOffset property.
spread(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Meta
The meta-property for the spread property.
spread(ValueSchedule) - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Meta
The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
The meta-property for the spread property.
spread(double) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
Sets the spread property in the builder.
spread() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
The meta-property for the spread property.
SPREAD - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The spread, added to the forward rate.
spreadLeg(IborRateSwapLegConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
Sets the spreadLeg property in the builder.
spreadLeg() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Meta
The meta-property for the spreadLeg property.
stackTrace() - Method in class com.opengamma.strata.collect.result.FailureItem.Meta
The meta-property for the stackTrace property.
standard() - Static method in class com.opengamma.strata.function.OpenGammaPricingRules
Gets the standard pricing rules providing all supported measures using the default calculation method across all built-in asset classes.
StandardCdsConventions - Enum in com.opengamma.strata.finance.credit.type
Enumerates the standard CDS market conventions.
StandardComponents - Class in com.opengamma.strata.function
Factory methods for creating standard Strata components.
StandardId - Class in com.opengamma.strata.collect.id
An immutable standard identifier for an item.
standardId() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
The meta-property for the standardId property.
standardId(StandardId) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
Sets the standardId property in the builder.
standardId() - Method in class com.opengamma.strata.finance.SecurityLink.Meta
The meta-property for the standardId property.
standardId(StandardId) - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
Sets the standardId property in the builder.
standardId() - Method in class com.opengamma.strata.finance.UnitSecurity.Meta
The meta-property for the standardId property.
standardId() - Method in class com.opengamma.strata.market.id.QuoteId.Meta
The meta-property for the standardId property.
standardId() - Method in class com.opengamma.strata.market.key.QuoteKey.Meta
The meta-property for the standardId property.
StandardId.Meta - Class in com.opengamma.strata.collect.id
The meta-bean for StandardId.
StandardIdentifiable - Interface in com.opengamma.strata.collect.id
Provides uniform access to objects that can supply a standard identifier.
StandardLink<T extends IdentifiableBean> - Class in com.opengamma.strata.collect.id
Standard implementation of a link to a target object using an identifier.
StandardLink.Meta<T extends IdentifiableBean> - Class in com.opengamma.strata.collect.id
The meta-bean for StandardLink.
start() - Method in class com.opengamma.strata.collect.range.LocalDateRange.Meta
The meta-property for the start property.
start(Stage) - Method in class com.opengamma.strata.examples.basics.ScheduleGui
 
START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual start date, adjusted to be a valid business day if necessary.
startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.Cds.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.credit.Cds.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the startDate property.
startDate - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
The date that the CDS nominally starts in terms of premium payments.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Meta
The meta-property for the startDate property.
startDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
Sets the startDate property in the builder.
startDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
The meta-property for the startDate property.
startDate() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Meta
The meta-property for the startDate property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the startDateBusinessDayAdjustment property in the builder.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the startDateBusinessDayAdjustment property in the builder.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
startDateBusinessDayAdjustment(BusinessDayAdjustment) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the startDateBusinessDayAdjustment property in the builder.
startDateBusinessDayAdjustment() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the startDateBusinessDayAdjustment property.
steps(List<ValueStep>) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the steps property in the builder.
steps(ValueStep...) - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
Sets the steps property in the builder from an array of objects.
steps() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Meta
The meta-property for the steps property.
stream() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Returns a stream over the currency amounts.
stream(Iterable<T>) - Static method in class com.opengamma.strata.collect.Guavate
Converts an iterable to a serial stream.
stream(Optional<T>) - Static method in class com.opengamma.strata.collect.Guavate
Converts an optional to a stream with zero or one elements.
stream() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Streams the set of dates included in the range.
stream() - Method in class com.opengamma.strata.collect.result.Result
Converts this result to a stream.
stream() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the points of this time-series.
stream() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
 
stream() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
 
stream() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
 
stream() - Method in interface com.opengamma.strata.engine.calculations.function.result.ScenarioResult
Returns a stream of the results.
streamOfClasspathResources(String) - Static method in class com.opengamma.strata.collect.io.ResourceLocator
Creates a stream of resource locators.
strike() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
The meta-property for the strike property.
strikePrice(double) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
Sets the strikePrice property in the builder.
strikePrice() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
Sets the strikePrice property in the builder.
strikePrice() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice(double) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
Sets the strikePrice property in the builder.
strikePrice() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
The meta-property for the strikePrice property.
strikePrice() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity.Meta
The meta-property for the strikePrice property.
StubCalculation - Class in com.opengamma.strata.finance.rate.swap
Defines the rates applicable in the initial or final stub of an IBOR-like swap leg.
StubCalculation.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for StubCalculation.
StubCalculation.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for StubCalculation.
stubConvention(StubConvention) - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
Sets the stubConvention property in the builder.
stubConvention() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Meta
The meta-property for the stubConvention property.
StubConvention - Enum in com.opengamma.strata.basics.schedule
A convention defining how to calculate stub periods.
stubConvention(StubConvention) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the stubConvention property in the builder.
stubConvention() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the stubConvention property.
stubConvention - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
The stub convention to use.
stubConvention(StubConvention) - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
Sets the stubConvention property in the builder.
stubConvention() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
Sets the stubConvention property in the builder.
stubConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
stubConvention(StubConvention) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
Sets the stubConvention property in the builder.
stubConvention() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Meta
The meta-property for the stubConvention property.
subdirectoryExists(String) - Method in class com.opengamma.strata.examples.marketdata.DirectoryMarketDataBuilder
 
subdirectoryExists(String) - Method in class com.opengamma.strata.examples.marketdata.JarMarketDataBuilder
 
subdirectoryExists(String) - Method in class com.opengamma.strata.examples.marketdata.MarketDataBuilder
Checks whether a specific subdirectory exists.
subSchedule(Frequency, RollConvention, StubConvention, BusinessDayAdjustment) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Creates a sub-schedule within this period.
subSeries(LocalDate, LocalDate) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series between two dates.
subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.date.Tenor
Subtracts this tenor from the specified date.
subtractFrom(Temporal) - Method in class com.opengamma.strata.basics.schedule.Frequency
Subtracts the period of this frequency from the specified date.
success(R) - Static method in class com.opengamma.strata.collect.result.Result
Creates a successful result wrapping a value.
sum(double[]) - Static method in class com.opengamma.strata.collect.DoubleArrayMath
Calculates the sum total of all the elements in the array.
supplier(CheckedSupplier<R>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the Supplier interface.
surface() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
The meta-property for the surface property.
Swap - Class in com.opengamma.strata.finance.rate.swap
A rate swap.
Swap.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for Swap.
Swap.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for Swap.
SwapAccruedInterestFunction - Class in com.opengamma.strata.function.rate.swap
Calculates the accrued interest for a SwapTrade for each of a set of scenarios.
SwapAccruedInterestFunction() - Constructor for class com.opengamma.strata.function.rate.swap.SwapAccruedInterestFunction
 
SwapBucketedGammaPv01Function - Class in com.opengamma.strata.function.calculation.rate.swap
Calculates Gamma PV01, the second-order present value sensitivity of a SwapTrade for each of a set of scenarios.
SwapBucketedGammaPv01Function() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapBucketedGammaPv01Function
 
SwapBucketedPv01Function - Class in com.opengamma.strata.function.calculation.rate.swap
Calculates the bucketed PV01, the present value curve parameter sensitivity of a SwapTrade.
SwapBucketedPv01Function() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapBucketedPv01Function
 
SwapExplainPvFunction - Class in com.opengamma.strata.function.calculation.rate.swap
Obtains the explain map for present value on a SwapTrade.
SwapExplainPvFunction() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapExplainPvFunction
 
SwapFunctionGroups - Class in com.opengamma.strata.function.rate.swap
Contains function groups for built-in swap engine functions.
SwapLeg - Interface in com.opengamma.strata.finance.rate.swap
A single leg of a swap.
SwapLegAmount - Class in com.opengamma.strata.market.amount
Represents an amount associated with one leg of a swap.
SwapLegAmount(SwapLegAmount.Builder) - Constructor for class com.opengamma.strata.market.amount.SwapLegAmount
Restricted constructor.
SwapLegAmount.Builder - Class in com.opengamma.strata.market.amount
The bean-builder for SwapLegAmount.
SwapLegAmount.Meta - Class in com.opengamma.strata.market.amount
The meta-bean for SwapLegAmount.
SwapLegNotionalFunction - Class in com.opengamma.strata.function.rate.swap
Returns the notional amount of the legs of a SwapTrade.
SwapLegNotionalFunction() - Constructor for class com.opengamma.strata.function.rate.swap.SwapLegNotionalFunction
 
SwapLegPvFunction - Class in com.opengamma.strata.function.calculation.rate.swap
Calculates the present value of each leg of an interest rate swap.
SwapLegPvFunction() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapLegPvFunction
 
SwapLegType - Enum in com.opengamma.strata.finance.rate.swap
The type of a swap leg.
SwapParRateFunction - Class in com.opengamma.strata.function.calculation.rate.swap
Calculates the par rate of a SwapTrade for each of a set of scenarios.
SwapParRateFunction() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapParRateFunction
 
SwapPricingExample - Class in com.opengamma.strata.examples.finance
Example to illustrate using the engine to price a swap.
SwapPricingExample() - Constructor for class com.opengamma.strata.examples.finance.SwapPricingExample
 
SwapProduct - Interface in com.opengamma.strata.finance.rate.swap
A product representing a rate swap.
SwapPv01Function - Class in com.opengamma.strata.function.calculation.rate.swap
Calculates PV01, the present value sensitivity of a SwapTrade for each of a set of scenarios.
SwapPv01Function() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapPv01Function
 
SwapPvFunction - Class in com.opengamma.strata.function.calculation.rate.swap
Calculates the present value of a SwapTrade for each of a set of scenarios.
SwapPvFunction() - Constructor for class com.opengamma.strata.function.calculation.rate.swap.SwapPvFunction
 
Swaption - Class in com.opengamma.strata.finance.rate.swaption
An option on an underlying swap.
Swaption(Swaption.Builder) - Constructor for class com.opengamma.strata.finance.rate.swaption.Swaption
Restricted constructor.
Swaption.Builder - Class in com.opengamma.strata.finance.rate.swaption
The bean-builder for Swaption.
Swaption.Meta - Class in com.opengamma.strata.finance.rate.swaption
The meta-bean for Swaption.
SwaptionProduct - Interface in com.opengamma.strata.finance.rate.swaption
A product representing an option on an underlying swap.
SwaptionSensitivity - Class in com.opengamma.strata.pricer.sensitivity
Point sensitivity to a swaption implied parameter point.
SwaptionSensitivity.Meta - Class in com.opengamma.strata.pricer.sensitivity
The meta-bean for SwaptionSensitivity.
SwaptionTrade - Class in com.opengamma.strata.finance.rate.swaption
A trade in an option on an underlying swap.
SwaptionTrade.Builder - Class in com.opengamma.strata.finance.rate.swaption
The bean-builder for SwaptionTrade.
SwaptionTrade.Meta - Class in com.opengamma.strata.finance.rate.swaption
The meta-bean for SwaptionTrade.
SwapTrade - Class in com.opengamma.strata.finance.rate.swap
A trade in a rate swap.
SwapTrade.Builder - Class in com.opengamma.strata.finance.rate.swap
The bean-builder for SwapTrade.
SwapTrade.Meta - Class in com.opengamma.strata.finance.rate.swap
The meta-bean for SwapTrade.
SwapTradeModelDemo - Class in com.opengamma.strata.examples.finance
Demonstrate use of the API for interest rate swaps.
SwapTradeModelDemo() - Constructor for class com.opengamma.strata.examples.finance.SwapTradeModelDemo
 

T

tailSeries(int) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Gets part of this series as a sub-series, choosing the latest entries.
target() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
The meta-property for the target property.
target(CalculationTarget) - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
Sets the target property in the builder.
target() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Meta
The meta-property for the target property.
target(CalculationTarget) - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
Sets the target property in the builder.
target() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Meta
The meta-property for the target property.
target(Security<P>) - Method in class com.opengamma.strata.finance.SecurityLink.Builder
Sets the target property in the builder.
target() - Method in class com.opengamma.strata.finance.SecurityLink.Meta
The meta-property for the target property.
targetCurrency() - Static method in interface com.opengamma.strata.engine.config.ReportingRules
Returns a rule that uses the target's primary currency as the reporting currency.
targetType() - Method in class com.opengamma.strata.collect.id.StandardLink.Meta
The meta-property for the targetType property.
targetType() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup.Meta
The meta-property for the targetType property.
targetType() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule.Meta
The meta-property for the targetType property.
targetTypes() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule.Meta
The meta-property for the targetTypes property.
taskConfigurations(List<CalculationTaskConfig>) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
Sets the taskConfigurations property in the builder.
taskConfigurations(CalculationTaskConfig...) - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
Sets the taskConfigurations property in the builder from an array of objects.
taskConfigurations() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Meta
The meta-property for the taskConfigurations property.
Template - Interface in com.opengamma.strata.finance
A template used to create a trade.
template(FixedIborSwapTemplate) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
Sets the template property in the builder.
template() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Meta
The meta-property for the template property.
template(FraTemplate) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
Sets the template property in the builder.
template() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Meta
The meta-property for the template property.
template(IborFixingDepositTemplate) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
Sets the template property in the builder.
template() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Meta
The meta-property for the template property.
template(TermDepositTemplate) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
Sets the template property in the builder.
template() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Meta
The meta-property for the template property.
Tenor - Class in com.opengamma.strata.basics.date
A tenor indicating how long it will take for a financial instrument to reach maturity.
tenor(Tenor) - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
Sets the tenor property in the builder.
tenor() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
Sets the tenor property in the builder.
tenor() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
Sets the tenor property in the builder.
tenor() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Meta
The meta-property for the tenor property.
tenor(Tenor) - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
Sets the tenor property in the builder.
tenor() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Meta
The meta-property for the tenor property.
tenor() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata.Meta
The meta-property for the tenor property.
tenor(LocalDate, LocalDate) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
tenor(LocalDate, LocalDate) - Method in interface com.opengamma.strata.pricer.provider.NormalVolatilitySwaptionProvider
Returns the tenor of the swap based on its start date and end date.
tenor() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity.Meta
The meta-property for the tenor property.
TENOR_10M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 10 months.
TENOR_10Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 10 years.
TENOR_11M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 11 months.
TENOR_12M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 12 months.
TENOR_12Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 12 years.
TENOR_15Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 15 years.
TENOR_18M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 18 months.
TENOR_1D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of one day.
TENOR_1M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 month.
TENOR_1W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 week.
TENOR_1Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 1 year.
TENOR_20Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 20 years.
TENOR_25Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 25 years.
TENOR_2D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of two days.
TENOR_2M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 months.
TENOR_2W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 weeks.
TENOR_2Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 2 years.
TENOR_30Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 30 years.
TENOR_3D - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of three days.
TENOR_3M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 months.
TENOR_3W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 weeks.
TENOR_3Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 3 years.
TENOR_4M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 4 months.
TENOR_4Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 4 years.
TENOR_5M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 5 months.
TENOR_5Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 5 years.
TENOR_6M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 months.
TENOR_6W - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 weeks.
TENOR_6Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 6 years.
TENOR_7M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 7 months.
TENOR_7Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 7 years.
TENOR_8M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 8 months.
TENOR_8Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 8 years.
TENOR_9M - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 9 months.
TENOR_9Y - Static variable in class com.opengamma.strata.basics.date.Tenor
A tenor of 9 years.
TenorAdjustment - Class in com.opengamma.strata.basics.date
An adjustment that alters a date by adding a tenor.
TenorAdjustment.Builder - Class in com.opengamma.strata.basics.date
The bean-builder for TenorAdjustment.
TenorAdjustment.Meta - Class in com.opengamma.strata.basics.date
The meta-bean for TenorAdjustment.
TenorCurveNodeId - Class in com.opengamma.strata.market.curve
A curve node ID for a curve node with a specific tenor.
TenorCurveNodeId.Builder - Class in com.opengamma.strata.market.curve
The bean-builder for TenorCurveNodeId.
TenorCurveNodeId.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for TenorCurveNodeId.
TenorCurveNodeMetadata - Class in com.opengamma.strata.market.curve
Curve node metadata for a curve node with a specific tenor.
TenorCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for TenorCurveNodeMetadata.
TERM - Static variable in class com.opengamma.strata.basics.schedule.Frequency
A periodic frequency matching the term.
TermDeposit - Class in com.opengamma.strata.finance.rate.deposit
A term deposit.
TermDeposit.Builder - Class in com.opengamma.strata.finance.rate.deposit
The bean-builder for TermDeposit.
TermDeposit.Meta - Class in com.opengamma.strata.finance.rate.deposit
The meta-bean for TermDeposit.
TermDepositBucketedPv01Function - Class in com.opengamma.strata.function.rate.deposit
Calculates the bucketed PV01, the present value curve parameter sensitivity of a TermDepositTrade.
TermDepositBucketedPv01Function() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositBucketedPv01Function
 
TermDepositConvention - Class in com.opengamma.strata.finance.rate.deposit
A market convention for term deposit trades.
TermDepositConvention.Builder - Class in com.opengamma.strata.finance.rate.deposit
The bean-builder for TermDepositConvention.
TermDepositConvention.Meta - Class in com.opengamma.strata.finance.rate.deposit
The meta-bean for TermDepositConvention.
TermDepositCurveNode - Class in com.opengamma.strata.market.curve.config
A curve node whose instrument is a term deposit.
TermDepositCurveNode.Builder - Class in com.opengamma.strata.market.curve.config
The bean-builder for TermDepositCurveNode.
TermDepositCurveNode.Meta - Class in com.opengamma.strata.market.curve.config
The meta-bean for TermDepositCurveNode.
TermDepositParRateFunction - Class in com.opengamma.strata.function.rate.deposit
Calculates the par rate of a TermDepositTrade for each of a set of scenarios.
TermDepositParRateFunction() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositParRateFunction
 
TermDepositParSpreadFunction - Class in com.opengamma.strata.function.rate.deposit
Calculates the par spread of a TermDepositTrade for each of a set of scenarios.
TermDepositParSpreadFunction() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositParSpreadFunction
 
TermDepositParSpreadParameterSensitivityFunction - Class in com.opengamma.strata.function.rate.deposit
Calculates the par spread parameter sensitivity of a TermDepositTrade for each of a set of scenarios.
TermDepositParSpreadParameterSensitivityFunction() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositParSpreadParameterSensitivityFunction
 
TermDepositProduct - Interface in com.opengamma.strata.finance.rate.deposit
A product representing a term deposit.
TermDepositPv01Function - Class in com.opengamma.strata.function.rate.deposit
Calculates PV01, the present value sensitivity of a TermDepositTrade.
TermDepositPv01Function() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositPv01Function
 
TermDepositPvFunction - Class in com.opengamma.strata.function.rate.deposit
Calculates the present value of a TermDepositTrade for each of a set of scenarios.
TermDepositPvFunction() - Constructor for class com.opengamma.strata.function.rate.deposit.TermDepositPvFunction
 
TermDepositTemplate - Class in com.opengamma.strata.finance.rate.deposit
A template for creating a term deposit trade.
TermDepositTemplate.Builder - Class in com.opengamma.strata.finance.rate.deposit
The bean-builder for TermDepositTemplate.
TermDepositTemplate.Meta - Class in com.opengamma.strata.finance.rate.deposit
The meta-bean for TermDepositTemplate.
TermDepositTrade - Class in com.opengamma.strata.finance.rate.deposit
A trade in a term deposit.
TermDepositTrade.Builder - Class in com.opengamma.strata.finance.rate.deposit
The bean-builder for TermDepositTrade.
TermDepositTrade.Meta - Class in com.opengamma.strata.finance.rate.deposit
The meta-bean for TermDepositTrade.
test(T, U) - Method in interface com.opengamma.strata.collect.function.CheckedBiPredicate
Evaluates this predicate on the given arguments.
test(T) - Method in interface com.opengamma.strata.collect.function.CheckedPredicate
Evaluates this predicate on the given argument.
test(T, double) - Method in interface com.opengamma.strata.collect.function.ObjDoublePredicate
Evaluates the predicate.
test(T, int) - Method in interface com.opengamma.strata.collect.function.ObjIntPredicate
Evaluates the predicate.
test(T, long) - Method in interface com.opengamma.strata.collect.function.ObjLongPredicate
Evaluates the predicate.
TH - Static variable in class com.opengamma.strata.basics.location.Country
The country 'TH' - Thailand.
THB - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'THB' - Thai Baht.
third() - Method in class com.opengamma.strata.collect.tuple.Triple.Meta
The meta-property for the third property.
THIRTY_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30/360 ISDA' day count, which treats input day-of-month 31 specially.
THIRTY_E_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E/360' day count, which treats input day-of-month 31 specially.
THIRTY_E_360_ISDA - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E/360 ISDA' day count, which treats input day-of-month 31 and end of February specially.
THIRTY_EPLUS_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30E+/360' day count, which treats input day-of-month 31 specially.
THIRTY_U_360 - Static variable in class com.opengamma.strata.basics.date.DayCounts
The '30U/360' day count, which treats input day-of-month 31 and end of February specially.
THU_FRI - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
An instance declaring all days as business days except Thursday/Friday weekends.
tickSize(double) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
Sets the tickSize property in the builder.
tickSize() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
The meta-property for the tickSize property.
tickSize(double) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
Sets the tickSize property in the builder.
tickSize() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
The meta-property for the tickSize property.
tickValue(CurrencyAmount) - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
Sets the tickValue property in the builder.
tickValue() - Method in class com.opengamma.strata.finance.future.GenericFuture.Meta
The meta-property for the tickValue property.
tickValue(CurrencyAmount) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
Sets the tickValue property in the builder.
tickValue() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
The meta-property for the tickValue property.
TIME_SQUARE - Static variable in class com.opengamma.strata.function.interpolator.CurveInterpolators
Time square interpolator.
timeSeries() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
The meta-property for the timeSeries property.
timeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.functions.EmptyTimeSeriesProvider
 
timeSeries(ObservableId) - Method in class com.opengamma.strata.engine.marketdata.functions.MissingDataAwareTimeSeriesProvider
 
timeSeries(ObservableId) - Method in interface com.opengamma.strata.engine.marketdata.functions.TimeSeriesProvider
Returns a time series of market data for the specified ID.
timeSeries() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements.Meta
The meta-property for the timeSeries property.
timeSeries(Map<? extends MarketDataId<?>, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
Sets the timeSeries property in the builder.
timeSeries() - Method in class com.opengamma.strata.engine.marketdata.Observables.Meta
The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates.Meta
The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates.Meta
The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates.Meta
The meta-property for the timeSeries property.
timeSeries() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
The meta-property for the timeSeries property.
timeSeries(Map<Index, LocalDateDoubleTimeSeries>) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
Sets the timeSeries property in the builder.
timeSeries() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the timeSeries property.
timeSeriesFailures(Map<MarketDataId<?>, Result<?>>) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
Sets the timeSeriesFailures property in the builder.
timeSeriesFailures() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Meta
The meta-property for the timeSeriesFailures property.
timeSeriesFailures(Map<MarketDataId<?>, Result<?>>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
Sets the timeSeriesFailures property in the builder.
timeSeriesFailures() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Meta
The meta-property for the timeSeriesFailures property.
TimeSeriesProvider - Interface in com.opengamma.strata.engine.marketdata.functions
A source of time series of observable market data.
timeSeriesRequirements(Set<ObservableKey>) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
Sets the timeSeriesRequirements property in the builder.
timeSeriesRequirements(ObservableKey...) - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
Sets the timeSeriesRequirements property in the builder from an array of objects.
timeSeriesRequirements() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Meta
The meta-property for the timeSeriesRequirements property.
toAsciiTableString() - Method in interface com.opengamma.strata.report.Report
Gets this report as an ASCII table string.
toBuilder() - Method in class com.opengamma.strata.basics.currency.FxMatrix
Creates a new builder using the data from this matrix to create a set of initial entries.
toBuilder() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.Schedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.basics.value.ValueStep
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Return a builder populated with the values from this series.
toBuilder() - Method in class com.opengamma.strata.engine.CalculationRules
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.calculations.Results
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.Column
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
Returns a mutable builder containing the data from this object.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.Observables
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
Returns a mutable builder containing the data from this object.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.Cds
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.CdsTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.FeeLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.credit.SinglePayment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.equity.Equity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.equity.EquityFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.equity.EquityTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.future.GenericFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxPayment
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.fra.Fra
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.Swap
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.SecurityLink
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.TradeInfo
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.finance.UnitSecurity
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.CurveGroup
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.ParRates
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.market.id.ParRatesId
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.format.FormatSettings
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.ReportCalculationResults
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.ReportRequirements
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReport
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
Returns a builder that allows this bean to be mutated.
toBuilder() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
Returns a builder that allows this bean to be mutated.
toConventional() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns the market convention currency pair for the currencies in the pair.
toConventional() - Method in class com.opengamma.strata.basics.currency.FxRate
Returns an FX rate object representing the market convention rate between the two currencies.
toCurveId() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
Gets the ID of the underlying curve.
toFxConvertibleList() - Static method in class com.opengamma.strata.engine.calculations.function.FunctionUtils
Returns a collector which can be used at the end of a stream of FxConvertible to build a FxConvertibleList.
toImmutable() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
Returns an immutable version of this object.
toImmutableList() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable list.
toImmutableListMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableListMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map.
toImmutableMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable map.
toImmutableMultiset() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multiset.
toImmutableSet() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable set.
toImmutableSetMultimap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableSetMultimap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable multimap.
toImmutableSortedMap(Function<? super T, ? extends K>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted map.
toImmutableSortedMap(Function<? super T, ? extends K>, Function<? super T, ? extends V>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted map.
toImmutableSortedSet() - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted set.
toImmutableSortedSet(Comparator<? super T>) - Static method in class com.opengamma.strata.collect.Guavate
Collector used at the end of a stream to build an immutable sorted set.
toIndexTrade(LocalDate, LocalDate, BuySell, double, double, StandardId, int, int, double, LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Creates an index CDS from the convention.
token() - Method in enum com.opengamma.strata.report.result.ValueRootType
Gets the token that the root type corresponds to.
TokenEvaluator<T> - Class in com.opengamma.strata.report.result
Evaluates a token against an object to produce another object.
TokenEvaluator() - Constructor for class com.opengamma.strata.report.result.TokenEvaluator
 
tokens(Bean) - Method in class com.opengamma.strata.report.result.BeanTokenEvaluator
 
tokens(CurrencyAmount) - Method in class com.opengamma.strata.report.result.CurrencyAmountTokenEvaluator
 
tokens(CurveCurrencyParameterSensitivities) - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivitiesTokenEvaluator
 
tokens(CurveCurrencyParameterSensitivity) - Method in class com.opengamma.strata.report.result.CurveCurrencyParameterSensitivityTokenEvaluator
 
tokens(Iterable<?>) - Method in class com.opengamma.strata.report.result.IterableTokenEvaluator
 
tokens(Map<?, ?>) - Method in class com.opengamma.strata.report.result.MapTokenEvaluator
 
tokens(T) - Method in class com.opengamma.strata.report.result.TokenEvaluator
Gets the set of supported token for the given object.
tokens(Trade) - Method in class com.opengamma.strata.report.result.TradeTokenEvaluator
 
tokens(Object) - Method in class com.opengamma.strata.report.result.ValuePathEvaluator
Gets the supported tokens on the given object.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Creates a leg based on this convention.
toLeg(LocalDate, LocalDate, PayReceive, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
Creates a leg based on this convention.
toMap() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Converts this MultiCurrencyAmount to a map keyed by currency.
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.basics.market.FxRateKey
 
toMarketDataId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.SimpleMarketDataKey
Returns a market data ID identifying the same market data value as this key.
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
 
toMarketDataId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
 
toMutable() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
Returns a mutable version of this object.
toName() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
Converts this instance into a LoadedCurveName that applies across all curve dates.
toObservableId(MarketDataFeed) - Method in interface com.opengamma.strata.basics.market.ObservableKey
Converts this key to the matching identifier.
toObservableId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.IndexRateKey
 
toObservableId(MarketDataFeed) - Method in class com.opengamma.strata.market.key.QuoteKey
 
toObservableKey() - Method in interface com.opengamma.strata.basics.market.ObservableId
Returns the key associated with this ID.
toObservableKey() - Method in class com.opengamma.strata.market.id.IndexRateId
 
toObservableKey() - Method in class com.opengamma.strata.market.id.QuoteId
 
toPair() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Converts this pair to an object-based Pair.
toPair() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
Converts this pair to an object-based Pair.
toRollConvention(LocalDate, LocalDate, Frequency, boolean) - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Converts this stub convention to the appropriate roll convention.
toScenarioResult() - Static method in class com.opengamma.strata.engine.calculations.function.FunctionUtils
Returns a collector which can be used at the end of a stream of results to build a ScenarioResult which will support automatic currency conversion where possible.
toScenarioResult(boolean) - Static method in class com.opengamma.strata.engine.calculations.function.FunctionUtils
Returns a collector which can be used at the end of a stream of results to build a ScenarioResult.
toSingleCurveRatesProvider(SingleCalculationMarketData, Currency, Set<? extends Index>, NodalCurve) - Static method in class com.opengamma.strata.function.calculation.rate.MarketDataUtils
Creates a rates provider from a set of market data containing a single discounting curve, and forward curves and fixing series for a given set of indices.
toSingleNameTrade(LocalDate, LocalDate, BuySell, double, double, StandardId, SeniorityLevel, RestructuringClause, double, LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Creates a single-name CDS trade from the convention.
toStandardId() - Method in class com.opengamma.strata.examples.marketdata.credit.markit.MarkitRedCode
Converts this RED code to a standard identifier.
toString() - Method in enum com.opengamma.strata.basics.BuySell
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.currency.Currency
Returns a string representation of the currency, which is the three letter code.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyAmount
Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.currency.CurrencyPair
Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.FxMatrix
 
toString() - Method in class com.opengamma.strata.basics.currency.FxRate
Returns the formatted string version of the currency pair.
toString() - Method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Gets the amount as a string.
toString() - Method in class com.opengamma.strata.basics.date.AdjustableDate
Returns a string describing the adjustable date.
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.BusinessDayAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.DaysAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar
Returns the name of the calendar.
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.PeriodAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.date.Tenor
Returns a formatted string representing the tenor.
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment.Builder
 
toString() - Method in class com.opengamma.strata.basics.date.TenorAdjustment
Returns a string describing the adjustment.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableFxIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableIborIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutableOvernightIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex.Builder
 
toString() - Method in class com.opengamma.strata.basics.index.ImmutablePriceIndex
Returns the name of the index.
toString() - Method in class com.opengamma.strata.basics.location.Country
Returns a string representation of the country, which is the two letter code.
toString() - Method in enum com.opengamma.strata.basics.LongShort
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.market.FxRateId
 
toString() - Method in class com.opengamma.strata.basics.market.FxRateKey
 
toString() - Method in enum com.opengamma.strata.basics.PayReceive
Returns the formatted unique name of the type.
toString() - Method in enum com.opengamma.strata.basics.PutCall
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.schedule.Frequency
Returns a formatted string representing the periodic frequency.
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.PeriodicSchedule
 
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.Schedule
 
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
 
toString() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
 
toString() - Method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.value.HalfUpRounding
 
toString() - Method in class com.opengamma.strata.basics.value.ValueAdjustment
 
toString() - Method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule.Builder
 
toString() - Method in class com.opengamma.strata.basics.value.ValueSchedule
 
toString() - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
 
toString() - Method in class com.opengamma.strata.basics.value.ValueStep
 
toString() - Method in class com.opengamma.strata.collect.id.StandardId
Returns the identifier in a stahndard string format.
toString() - Method in class com.opengamma.strata.collect.id.StandardLink
 
toString() - Method in class com.opengamma.strata.collect.io.IniFile
Returns a string describing the INI file.
toString() - Method in class com.opengamma.strata.collect.io.PropertiesFile
Returns a string describing the file.
toString() - Method in class com.opengamma.strata.collect.io.PropertySet
Returns a string describing the property set.
toString() - Method in class com.opengamma.strata.collect.io.ResourceLocator
Returns a string describing the locator.
toString() - Method in class com.opengamma.strata.collect.named.ExtendedEnum
 
toString() - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns this range as a string, such as [2009-12-03,2014-06-30).
toString() - Method in class com.opengamma.strata.collect.result.Failure
 
toString() - Method in class com.opengamma.strata.collect.result.FailureItem
 
toString() - Method in class com.opengamma.strata.collect.result.Result
 
toString() - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a string representation of the point.
toString() - Method in class com.opengamma.strata.collect.tuple.DoublesPair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.IntDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.LongDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.ObjectDoublePair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.Pair
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.tuple.Triple
Gets the pair using a standard string format.
toString() - Method in class com.opengamma.strata.collect.type.TypedString
Returns the name.
toString() - Method in class com.opengamma.strata.engine.CalculationRules.Builder
 
toString() - Method in class com.opengamma.strata.engine.CalculationRules
 
toString() - Method in class com.opengamma.strata.engine.calculations.CalculationResult.Builder
 
toString() - Method in class com.opengamma.strata.engine.calculations.CalculationResult
 
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
 
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray
 
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult.Builder
 
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.DefaultScenarioResult
 
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
 
toString() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList
 
toString() - Method in class com.opengamma.strata.engine.calculations.MissingMappingId
 
toString() - Method in class com.opengamma.strata.engine.calculations.NoMatchingRuleId
 
toString() - Method in class com.opengamma.strata.engine.calculations.Results.Builder
 
toString() - Method in class com.opengamma.strata.engine.calculations.Results
 
toString() - Method in class com.opengamma.strata.engine.Column.Builder
 
toString() - Method in class com.opengamma.strata.engine.Column
 
toString() - Method in class com.opengamma.strata.engine.config.AllTargetsMarketDataRule
 
toString() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig.Builder
 
toString() - Method in class com.opengamma.strata.engine.config.CalculationTaskConfig
 
toString() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig.Builder
 
toString() - Method in class com.opengamma.strata.engine.config.CalculationTasksConfig
 
toString() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRule
 
toString() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules.Builder
 
toString() - Method in class com.opengamma.strata.engine.config.DefaultMarketDataRules
 
toString() - Method in class com.opengamma.strata.engine.config.FunctionConfig
 
toString() - Method in class com.opengamma.strata.engine.config.pricing.ConfiguredFunctionGroup
 
toString() - Method in class com.opengamma.strata.engine.config.pricing.DefaultFunctionGroup
 
toString() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules.Builder
 
toString() - Method in class com.opengamma.strata.engine.config.pricing.DefaultPricingRules
 
toString() - Method in class com.opengamma.strata.engine.config.pricing.PricingRule
 
toString() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData
 
toString() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult.Builder
 
toString() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataResult
 
toString() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements.Builder
 
toString() - Method in class com.opengamma.strata.engine.marketdata.CalculationRequirements
 
toString() - Method in class com.opengamma.strata.engine.marketdata.config.MarketDataConfig
 
toString() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings.Builder
 
toString() - Method in class com.opengamma.strata.engine.marketdata.mapping.DefaultMarketDataMappings
 
toString() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment
 
toString() - Method in class com.opengamma.strata.engine.marketdata.MarketDataRequirements
 
toString() - Method in class com.opengamma.strata.engine.marketdata.Observables.Builder
 
toString() - Method in class com.opengamma.strata.engine.marketdata.Observables
 
toString() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
 
toString(StringBuilder) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData
 
toString() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult.Builder
 
toString() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataResult
 
toString() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping.Builder
 
toString() - Method in class com.opengamma.strata.engine.marketdata.scenarios.PerturbationMapping
 
toString() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition.Builder
 
toString() - Method in class com.opengamma.strata.engine.marketdata.scenarios.ScenarioDefinition
 
toString() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveKey
 
toString() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveName
 
toString() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode
 
toString() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings.Builder
 
toString() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveSettings
 
toString() - Method in class com.opengamma.strata.examples.report.TradePortfolio
 
toString() - Method in enum com.opengamma.strata.finance.common.FutureOptionPremiumStyle
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.credit.Cds.Builder
 
toString() - Method in class com.opengamma.strata.finance.credit.Cds
 
toString() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.credit.CdsTrade
 
toString() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
 
toString() - Method in class com.opengamma.strata.finance.credit.ExpandedCds
 
toString(StringBuilder) - Method in class com.opengamma.strata.finance.credit.ExpandedCds
 
toString() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
 
toString() - Method in class com.opengamma.strata.finance.credit.FeeLeg
 
toString() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation.Builder
 
toString() - Method in class com.opengamma.strata.finance.credit.IndexReferenceInformation
 
toString() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments.Builder
 
toString() - Method in class com.opengamma.strata.finance.credit.PeriodicPayments
 
toString() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation.Builder
 
toString() - Method in class com.opengamma.strata.finance.credit.SingleNameReferenceInformation
 
toString() - Method in class com.opengamma.strata.finance.credit.SinglePayment.Builder
 
toString() - Method in class com.opengamma.strata.finance.credit.SinglePayment
 
toString() - Method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
 
toString() - Method in class com.opengamma.strata.finance.equity.Equity.Builder
 
toString() - Method in class com.opengamma.strata.finance.equity.Equity
 
toString() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
 
toString() - Method in class com.opengamma.strata.finance.equity.EquityFuture
 
toString() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade
 
toString() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.equity.EquityTrade
 
toString() - Method in class com.opengamma.strata.finance.future.GenericFuture.Builder
 
toString() - Method in class com.opengamma.strata.finance.future.GenericFuture
 
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureOption
 
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade
 
toString() - Method in class com.opengamma.strata.finance.fx.ExpandedFx
 
toString() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward.Builder
 
toString() - Method in class com.opengamma.strata.finance.fx.ExpandedFxNonDeliverableForward
 
toString() - Method in class com.opengamma.strata.finance.fx.ExpandedFxSwap
 
toString() - Method in class com.opengamma.strata.finance.fx.Fx
 
toString() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward.Builder
 
toString() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForward
 
toString() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade
 
toString() - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
 
toString() - Method in class com.opengamma.strata.finance.fx.FxPayment
 
toString() - Method in class com.opengamma.strata.finance.fx.FxSwap
 
toString() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade
 
toString() - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.fx.FxTrade
 
toString() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
 
toString() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
 
toString(StringBuilder) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption
 
toString() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDeposit
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDeposit
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade
 
toString() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.FixedRateObservation
 
toString() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra
 
toString() - Method in class com.opengamma.strata.finance.rate.fra.Fra.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.fra.Fra
 
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
 
toString() - Method in enum com.opengamma.strata.finance.rate.fra.FraDiscountingMethod
Returns the formatted unique name of the compounding method.
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
 
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade
 
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFuture.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFuture
 
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
 
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption
 
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade
 
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade
 
toString() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing
 
toString() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.IborAveragedRateObservation
 
toString() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.IborInterpolatedRateObservation
 
toString() - Method in class com.opengamma.strata.finance.rate.IborRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.IborRateObservation
 
toString() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
 
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation
 
toString() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.InflationMonthlyRateObservation
 
toString() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.OvernightAveragedRateObservation
 
toString() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.OvernightCompoundedRateObservation
 
toString() - Method in enum com.opengamma.strata.finance.rate.swap.CompoundingMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwap
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.FixedRateCalculation
 
toString() - Method in enum com.opengamma.strata.finance.rate.swap.FixingRelativeTo
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxReset.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxReset
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxResetCalculation
 
toString() - Method in enum com.opengamma.strata.finance.rate.swap.FxResetFixingRelativeTo
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.FxResetNotionalExchange
 
toString() - Method in enum com.opengamma.strata.finance.rate.swap.IborRateAveragingMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.IborRateCalculation
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.InflationRateCalculation
 
toString() - Method in enum com.opengamma.strata.finance.rate.swap.NegativeRateMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.NotionalExchange
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.NotionalSchedule
 
toString() - Method in enum com.opengamma.strata.finance.rate.swap.OvernightAccrualMethod
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.OvernightRateCalculation
 
toString() - Method in enum com.opengamma.strata.finance.rate.swap.PaymentRelativeTo
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.PaymentSchedule
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.RatePaymentPeriod
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.ResetSchedule
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.StubCalculation
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.Swap.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.Swap
 
toString() - Method in enum com.opengamma.strata.finance.rate.swap.SwapLegType
Returns the formatted unique name of the type.
toString() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.FixedRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swap.type.IborRateSwapLegConvention
 
toString() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
 
toString(StringBuilder) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption
 
toString() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
 
toString() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade
 
toString() - Method in class com.opengamma.strata.finance.SecurityLink.Builder
 
toString() - Method in class com.opengamma.strata.finance.SecurityLink
 
toString() - Method in class com.opengamma.strata.finance.TradeInfo.Builder
 
toString() - Method in class com.opengamma.strata.finance.TradeInfo
 
toString() - Method in class com.opengamma.strata.finance.UnitSecurity.Builder
 
toString() - Method in class com.opengamma.strata.finance.UnitSecurity
 
toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.curve.RootFinderConfig
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.DiscountingCurveMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.RateIndexCurveMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.mapping.ZeroRateDiscountFactorsMapping
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyDiscountCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.AnyIndexForwardCurveFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveNameFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveParallelShift
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurvePointShift
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.CurveRateIndexFilter
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter.Builder
 
toString() - Method in class com.opengamma.strata.function.marketdata.scenarios.curves.RateCurveCurrencyFilter
 
toString() - Method in class com.opengamma.strata.market.amount.CashFlow
 
toString() - Method in class com.opengamma.strata.market.amount.CashFlows
 
toString() - Method in class com.opengamma.strata.market.amount.LegAmounts
 
toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount.Builder
 
toString() - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
toString(StringBuilder) - Method in class com.opengamma.strata.market.amount.SwapLegAmount
 
toString() - Method in class com.opengamma.strata.market.curve.config.CurveGroupConfig
 
toString() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.config.CurveGroupEntry
 
toString() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.config.InterpolatedCurveConfig
 
toString() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
 
toString() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroup.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.CurveGroup
 
toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.DefaultCurveMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.FuturesExpiryCurveNodeId
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
toString() - Method in class com.opengamma.strata.market.curve.IsdaCreditCurveParRates
 
toString() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates
 
toString() - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
toString() - Method in class com.opengamma.strata.market.curve.ParRates.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.ParRates
 
toString() - Method in enum com.opengamma.strata.market.curve.ShiftType
 
toString() - Method in class com.opengamma.strata.market.curve.SimpleCurveNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId.Builder
 
toString() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeId
 
toString() - Method in class com.opengamma.strata.market.curve.TenorCurveNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata
 
toString() - Method in class com.opengamma.strata.market.explain.ExplainMap
 
toString() - Method in class com.opengamma.strata.market.id.CurveGroupId
 
toString() - Method in class com.opengamma.strata.market.id.DiscountCurveId
 
toString() - Method in class com.opengamma.strata.market.id.IndexRateId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaIndexCreditCurveParRatesId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaSingleNameCreditCurveParRatesId
 
toString() - Method in class com.opengamma.strata.market.id.IsdaYieldCurveParRatesId
 
toString() - Method in class com.opengamma.strata.market.id.ParRatesId.Builder
 
toString() - Method in class com.opengamma.strata.market.id.ParRatesId
 
toString() - Method in class com.opengamma.strata.market.id.QuoteId
 
toString() - Method in class com.opengamma.strata.market.id.RateIndexCurveId
 
toString() - Method in class com.opengamma.strata.market.id.ZeroRateDiscountFactorsId
 
toString() - Method in class com.opengamma.strata.market.key.DiscountCurveKey
 
toString() - Method in class com.opengamma.strata.market.key.DiscountFactorsKey
 
toString() - Method in class com.opengamma.strata.market.key.FxIndexRatesKey
 
toString() - Method in class com.opengamma.strata.market.key.IborIndexRatesKey
 
toString() - Method in class com.opengamma.strata.market.key.IndexRateKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaIndexCreditCurveParRatesKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaSingleNameCreditCurveParRatesKey
 
toString() - Method in class com.opengamma.strata.market.key.IsdaYieldCurveParRatesKey
 
toString() - Method in class com.opengamma.strata.market.key.OvernightIndexRatesKey
 
toString() - Method in class com.opengamma.strata.market.key.PriceIndexValuesKey
 
toString() - Method in class com.opengamma.strata.market.key.QuoteKey
 
toString() - Method in class com.opengamma.strata.market.key.RateIndexCurveKey
 
toString() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivities
 
toString() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
toString() - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.sensitivity.PointSensitivities
 
toString() - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
toString() - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
 
toString() - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
toString() - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
toString() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
toString() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
toString() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
toString() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
toString(StringBuilder) - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider
 
toString() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider
 
toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
 
toString() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider
 
toString() - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
 
toString() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
toString() - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.format.FormatSettings.Builder
 
toString() - Method in class com.opengamma.strata.report.format.FormatSettings
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.format.FormatSettings
 
toString() - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
 
toString() - Method in class com.opengamma.strata.report.ReportCalculationResults
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportCalculationResults
 
toString() - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
 
toString() - Method in class com.opengamma.strata.report.ReportRequirements
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.ReportRequirements
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReport
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReport
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportColumn
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate.Builder
 
toString() - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
toString(StringBuilder) - Method in class com.opengamma.strata.report.trade.TradeReportTemplate
 
ToStringValueFormatter - Class in com.opengamma.strata.report.format
Default formatter which returns the value of toString() on the object.
ToStringValueFormatter() - Constructor for class com.opengamma.strata.report.format.ToStringValueFormatter
 
total(Iterable<CurrencyAmount>) - Static method in class com.opengamma.strata.basics.currency.MultiCurrencyAmount
Obtains a MultiCurrencyAmount from the total of a list of CurrencyAmount objects.
total(Currency, FxRateProvider) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivities
Totals all the sensitivity values.
total() - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Totals the sensitivity values.
total() - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Totals the sensitivity values.
toTemplate() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Creates a template based on this convention.
toTemplate(Period) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Creates a template based on this convention, specifying the period from start to end.
toTemplate(Period) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
Creates a template based on this convention, specifying the period from start to end.
toTemplate(Period) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Creates a template based on this convention, specifying the period to start.
toTrade(LocalDate, LocalDate, BuySell, double, double, ReferenceInformation, double, LocalDate) - Method in interface com.opengamma.strata.finance.credit.type.CdsConvention
Creates a CDS from the convention.
toTrade(LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTemplate
Creates a trade based on this template.
toTrade(LocalDate, Period, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTemplate
Creates a trade based on this template.
toTrade(LocalDate, Period, Period, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Creates a trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.fra.FraConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.fra.FraTemplate
Creates a trade based on this template.
toTrade(LocalDate, Tenor, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
Creates a spot-starting trade based on this convention.
toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
Creates a forward-starting trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.FixedIborSwapTemplate
Creates a trade based on this template.
toTrade(LocalDate, Tenor, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
Creates a spot-starting trade based on this convention.
toTrade(LocalDate, Period, Tenor, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
Creates a forward-starting trade based on this convention.
toTrade(LocalDate, LocalDate, LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapConvention
Creates a trade based on this convention.
toTrade(LocalDate, BuySell, double, double) - Method in class com.opengamma.strata.finance.rate.swap.type.IborIborSwapTemplate
Creates a trade based on this template.
toValueAdjustment(double) - Method in enum com.opengamma.strata.market.curve.ShiftType
Returns a value adjustment that applies the shift amount using appropriate logic for the shift type.
TR - Static variable in class com.opengamma.strata.basics.location.Country
The country 'TR' - Turkey.
Trade - Interface in com.opengamma.strata.finance
A single trade.
trade(LocalDate, Map<ObservableKey, Double>) - Method in interface com.opengamma.strata.market.curve.config.CurveNode
Returns a trade representing the instrument at the node.
trade(LocalDate, Map<ObservableKey, Double>) - Method in class com.opengamma.strata.market.curve.config.FixedIborSwapCurveNode
 
trade(LocalDate, Map<ObservableKey, Double>) - Method in class com.opengamma.strata.market.curve.config.FraCurveNode
 
trade(LocalDate, Map<ObservableKey, Double>) - Method in class com.opengamma.strata.market.curve.config.IborFixingDepositCurveNode
 
trade(LocalDate, Map<ObservableKey, Double>) - Method in class com.opengamma.strata.market.curve.config.TermDepositCurveNode
 
TRADE_NOTIONAL - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The notional, as defined in the trade.
tradeDate(LocalDate) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
Sets the tradeDate property in the builder.
tradeDate() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
The meta-property for the tradeDate property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.credit.CdsTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.credit.CdsTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.equity.EquityFutureTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.equity.EquityTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.equity.EquityTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.future.GenericFutureOptionTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.future.GenericFutureTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.fx.FxNonDeliverableForwardTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.fx.FxSwapTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.fx.FxTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.fx.FxTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.fx.FxVanillaOptionTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.deposit.IborFixingDepositTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.deposit.TermDepositTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.fra.FraTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOptionTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.future.IborFutureTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.swap.SwapTrade.Meta
The meta-property for the tradeInfo property.
tradeInfo(TradeInfo) - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Builder
Sets the tradeInfo property in the builder.
tradeInfo() - Method in class com.opengamma.strata.finance.rate.swaption.SwaptionTrade.Meta
The meta-property for the tradeInfo property.
TradeInfo - Class in com.opengamma.strata.finance
Additional information about a trade.
TradeInfo.Builder - Class in com.opengamma.strata.finance
The bean-builder for TradeInfo.
TradeInfo.Meta - Class in com.opengamma.strata.finance
The meta-bean for TradeInfo.
tradeMeasureRequirements(List<Column>) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
Sets the tradeMeasureRequirements property in the builder.
tradeMeasureRequirements(Column...) - Method in class com.opengamma.strata.report.ReportRequirements.Builder
Sets the tradeMeasureRequirements property in the builder from an array of objects.
tradeMeasureRequirements() - Method in class com.opengamma.strata.report.ReportRequirements.Meta
The meta-property for the tradeMeasureRequirements property.
TradePortfolio - Class in com.opengamma.strata.examples.report
Represents a portfolio of trades.
TradePortfolio.Meta - Class in com.opengamma.strata.examples.report
The meta-bean for TradePortfolio.
TradeReport - Class in com.opengamma.strata.report.trade
Represents a trade report.
TradeReport(TradeReport.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReport
Restricted constructor.
TradeReport.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReport.
TradeReport.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReport.
TradeReportColumn - Class in com.opengamma.strata.report.trade
Describes a column in a trade report.
TradeReportColumn(TradeReportColumn.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReportColumn
Restricted constructor.
TradeReportColumn.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReportColumn.
TradeReportColumn.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReportColumn.
TradeReportFormatter - Class in com.opengamma.strata.report.trade
Formatter for trade reports.
TradeReportFormatter() - Constructor for class com.opengamma.strata.report.trade.TradeReportFormatter
 
TradeReportRunner - Class in com.opengamma.strata.report.trade
Report runner for trade reports.
TradeReportRunner() - Constructor for class com.opengamma.strata.report.trade.TradeReportRunner
 
TradeReportTemplate - Class in com.opengamma.strata.report.trade
Describes the contents and layout of a trade report.
TradeReportTemplate(TradeReportTemplate.Builder) - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplate
Restricted constructor.
TradeReportTemplate.Builder - Class in com.opengamma.strata.report.trade
The bean-builder for TradeReportTemplate.
TradeReportTemplate.Meta - Class in com.opengamma.strata.report.trade
The meta-bean for TradeReportTemplate.
TradeReportTemplateIniLoader - Class in com.opengamma.strata.report.trade
Loads a trade report template from the standard INI file format.
TradeReportTemplateIniLoader() - Constructor for class com.opengamma.strata.report.trade.TradeReportTemplateIniLoader
 
trades - Static variable in class com.opengamma.strata.examples.finance.CdsTradeExample
 
trades() - Method in class com.opengamma.strata.examples.report.TradePortfolio.Meta
The meta-property for the trades property.
trades(List<Trade>) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the trades property in the builder.
trades(Trade...) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the trades property in the builder from an array of objects.
trades() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the trades property.
tradeTime(LocalTime) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
Sets the tradeTime property in the builder.
tradeTime() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
The meta-property for the tradeTime property.
TradeTokenEvaluator - Class in com.opengamma.strata.report.result
Evaluates a token against a trade to produce another object.
TradeTokenEvaluator() - Constructor for class com.opengamma.strata.report.result.TradeTokenEvaluator
 
translate() - Method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitRestructuringClause
Converts Markit code to standard restructuring clause.
translate() - Method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitSeniorityLevel
Converts Markit code to standard seniority level.
Triple<A,B,C> - Class in com.opengamma.strata.collect.tuple
An immutable triple consisting of three elements.
Triple.Meta<A,B,C> - Class in com.opengamma.strata.collect.tuple
The meta-bean for Triple.
TRY - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'TRY' - Turkish Lira.
Tuple - Interface in com.opengamma.strata.collect.tuple
Base interface for all tuple types.
TWD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'TWD' - New Taiwan Dollar.
type() - Method in class com.opengamma.strata.basics.value.ValueAdjustment.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Builder
Sets the type property in the builder.
type() - Method in class com.opengamma.strata.finance.rate.swap.ExpandedSwapLeg.Meta
The meta-property for the type property.
type() - Method in class com.opengamma.strata.finance.rate.swap.RateCalculationSwapLeg.Meta
The meta-property for the type property.
type(SwapLegType) - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Builder
Sets the type property in the builder.
type() - Method in class com.opengamma.strata.finance.rate.swap.RatePeriodSwapLeg.Meta
The meta-property for the type property.
TypedString<T extends TypedString<T>> - Class in com.opengamma.strata.collect.type
An abstract class designed to enable typed strings.
TypedString(String) - Constructor for class com.opengamma.strata.collect.type.TypedString
Creates an instance.
TypedString(String, Pattern, String) - Constructor for class com.opengamma.strata.collect.type.TypedString
Creates an instance, validating the name against a regex.

U

UAH - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'UAH' - Ukrainian Hryvnia.
unadjusted() - Method in class com.opengamma.strata.basics.date.AdjustableDate.Meta
The meta-property for the unadjusted property.
UNADJUSTED_END_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual end date, before any business day adjustment.
UNADJUSTED_PAYMENT_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The payment date, before any business day adjustment.
UNADJUSTED_START_DATE - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The accrual start date, before any business day adjustment.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the unadjustedEndDate property in the builder.
unadjustedEndDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedEndDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
Sets the unadjustedEndDate property in the builder.
unadjustedEndDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
The meta-property for the unadjustedEndDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Builder
Sets the unadjustedStartDate property in the builder.
unadjustedStartDate() - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod.Meta
The meta-property for the unadjustedStartDate property.
unadjustedStartDate(LocalDate) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
Sets the unadjustedStartDate property in the builder.
unadjustedStartDate() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
The meta-property for the unadjustedStartDate property.
unaryOperator(CheckedUnaryOperator<T>) - Static method in class com.opengamma.strata.collect.Unchecked
Converts checked exceptions to unchecked based on the UnaryOperator interface.
Unchecked - Class in com.opengamma.strata.collect
Static utility methods that allow a lambda block to be decorated to avoid handling checked exceptions.
underlying(Fx) - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Builder
Sets the underlying property in the builder.
underlying() - Method in class com.opengamma.strata.finance.fx.FxVanillaOption.Meta
The meta-property for the underlying property.
underlying(Swap) - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Builder
Sets the underlying property in the builder.
underlying() - Method in class com.opengamma.strata.finance.rate.swaption.Swaption.Meta
The meta-property for the underlying property.
underlyingLink(SecurityLink<GenericFuture>) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
Sets the underlyingLink property in the builder.
underlyingLink() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
The meta-property for the underlyingLink property.
underlyingLink(SecurityLink<IborFuture>) - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Builder
Sets the underlyingLink property in the builder.
underlyingLink() - Method in class com.opengamma.strata.finance.rate.future.IborFutureOption.Meta
The meta-property for the underlyingLink property.
underlyingQuantity(long) - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Builder
Sets the underlyingQuantity property in the builder.
underlyingQuantity() - Method in class com.opengamma.strata.finance.future.GenericFutureOption.Meta
The meta-property for the underlyingQuantity property.
union(LocalDateRange) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Calculates the range that is the union of this range and the specified range.
union(LocalDateDoubleTimeSeries, DoubleBinaryOperator) - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Obtains the union of a pair of time series.
UNIT_AMOUNT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The unit amount.
unitAmount(CurrencyAmount) - Method in class com.opengamma.strata.finance.equity.EquityFuture.Builder
Sets the unitAmount property in the builder.
unitAmount() - Method in class com.opengamma.strata.finance.equity.EquityFuture.Meta
The meta-property for the unitAmount property.
unitParameterSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.DiscountFactors
Calculates the unit parameter sensitivity of the forward rate at the specified fixing date.
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
 
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
 
unitParameterSensitivity(YearMonth) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
unitParameterSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.IborIndexRates
Calculates the unit parameter sensitivity of the forward rate at the specified fixing date.
unitParameterSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.OvernightIndexRates
Calculates the unit parameter sensitivity of the forward rate at the specified fixing date.
unitParameterSensitivity(YearMonth) - Method in interface com.opengamma.strata.market.value.PriceIndexValues
Calculates the unit parameter sensitivity of the forward value at the specified fixing month.
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
unitParameterSensitivity(LocalDate) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
UnitSecurity<P extends Product> - Class in com.opengamma.strata.finance
A standard implementation of a security shared between trades.
UnitSecurity.Builder<P extends Product> - Class in com.opengamma.strata.finance
The bean-builder for UnitSecurity.
UnitSecurity.Meta<P extends Product> - Class in com.opengamma.strata.finance
The meta-bean for UnitSecurity.
unsupported() - Static method in interface com.opengamma.strata.report.format.ValueFormatter
Gets a formatter to be used when no specific formatter exists for the object.
UnsupportedValueFormatter - Class in com.opengamma.strata.report.format
Catch-all formatter that outputs the type of the value in angular brackets, e.g.
UnsupportedValueFormatter() - Constructor for class com.opengamma.strata.report.format.UnsupportedValueFormatter
 
upfrontFee(SinglePayment) - Method in class com.opengamma.strata.finance.credit.FeeLeg.Builder
Sets the upfrontFee property in the builder.
upfrontFee() - Method in class com.opengamma.strata.finance.credit.FeeLeg.Meta
The meta-property for the upfrontFee property.
upfrontFeeAmount(Double) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the upfrontFeeAmount property in the builder.
upfrontFeeAmount() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the upfrontFeeAmount property.
upfrontFeeAmount - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
The upfront fee amount, optional.
upfrontFeePaymentDate(LocalDate) - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Builder
Sets the upfrontFeePaymentDate property in the builder.
upfrontFeePaymentDate() - Method in class com.opengamma.strata.finance.credit.ExpandedCds.Meta
The meta-property for the upfrontFeePaymentDate property.
upfrontFeePaymentDate - Variable in class com.opengamma.strata.finance.credit.ExpandedCds
The upfront fee date, optional.
US - Static variable in class com.opengamma.strata.basics.location.Country
The country 'US' - United States.
US_CPI_U - Static variable in class com.opengamma.strata.basics.index.PriceIndices
The consumer price index for US Urban consumers, "Non-revised index of Consumer Prices for All Urban Consumers (CPI-U) before seasonal adjustment".
USCPI_TS - Static variable in class com.opengamma.strata.pricer.dataset.PriceIndexDataSets
 
USD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'USD' - United States Dollar.
USD_FED_FUND - Static variable in class com.opengamma.strata.basics.index.OvernightIndices
The FED_FUND index for USD.
USD_FED_FUND - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the USD FED FUND index.
USD_LIBOR_12M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 12 month LIBOR index for USD.
USD_LIBOR_1M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 month LIBOR index for USD.
USD_LIBOR_1W - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 1 week LIBOR index for USD.
USD_LIBOR_2M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 2 month LIBOR index for USD.
USD_LIBOR_3M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 3 month LIBOR index for USD.
USD_LIBOR_6M - Static variable in class com.opengamma.strata.basics.index.IborIndices
The 6 month LIBOR index for USD.
USDLIBOR12M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the USD LIBOR 12M index.
USDLIBOR1M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the USD LIBOR 1M index.
USDLIBOR3M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the USD LIBOR 3M index.
USDLIBOR6M - Static variable in class com.opengamma.strata.pricer.impl.LegacyIndices
Reference to the USD LIBOR 6M index.
USGS - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for United States Government Securities, with code 'USGS'.
USNY - Static variable in class com.opengamma.strata.basics.date.HolidayCalendars
The holiday calendar for New York, United States, with code 'USNY'.

V

validate(String, File) - Method in class com.opengamma.strata.examples.report.MarketDataRootValidator
 
valuationDate() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.engine.marketdata.BaseMarketDataBuilder
Sets the valuation date associated with the market data, replacing the existing valuation date.
valuationDate(LocalDate) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder
Sets the valuation date for all scenarios.
valuationDate() - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors.Meta
The meta-property for the valuationDate property.
valuationDate() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Builder
Sets the valuationDate property in the builder.
valuationDate() - Method in class com.opengamma.strata.pricer.rate.ImmutableRatesProvider.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Builder
Sets the valuationDate property in the builder.
valuationDate() - Method in class com.opengamma.strata.report.cashflow.CashFlowReport.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.ReportCalculationResults.Builder
Sets the valuationDate property in the builder.
valuationDate() - Method in class com.opengamma.strata.report.ReportCalculationResults.Meta
The meta-property for the valuationDate property.
valuationDate(LocalDate) - Method in class com.opengamma.strata.report.trade.TradeReport.Builder
Sets the valuationDate property in the builder.
valuationDate() - Method in class com.opengamma.strata.report.trade.TradeReport.Meta
The meta-property for the valuationDate property.
valuationDates() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
The meta-property for the valuationDates property.
valuationDates(LocalDate...) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder
Sets the valuation date for all scenarios.
valuationDates(List<LocalDate>) - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketDataBuilder
Sets the valuation date for all scenarios.
valuationDateTime(ZonedDateTime) - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Builder
Sets the valuationDateTime property in the builder.
valuationDateTime() - Method in class com.opengamma.strata.pricer.rate.future.NormalVolatilityExpSimpleMoneynessIborFutureProvider.Meta
The meta-property for the valuationDateTime property.
valuationMonth() - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues.Meta
The meta-property for the valuationMonth property.
valuationTime() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
The meta-property for the valuationTime property.
valuationZone() - Method in class com.opengamma.strata.pricer.provider.NormalVolatilityExpiryTenorSwaptionProvider.Meta
The meta-property for the valuationZone property.
value(ValueAdjustment) - Method in class com.opengamma.strata.basics.value.ValueStep.Builder
Sets the value property in the builder.
value() - Method in class com.opengamma.strata.basics.value.ValueStep.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.collect.id.StandardId.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.collect.result.Result.Meta
The meta-property for the value property.
value() - Method in class com.opengamma.strata.examples.marketdata.curve.LoadedCurveNode.Meta
The meta-property for the value property.
value(CurrencyAmount) - Method in class com.opengamma.strata.finance.fx.FxPayment.Builder
Sets the value property in the builder.
value() - Method in class com.opengamma.strata.finance.fx.FxPayment.Meta
The meta-property for the value property.
value(YearMonth) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
value(YearMonth) - Method in interface com.opengamma.strata.market.value.PriceIndexValues
Gets the historic or forward rate at the specified fixing month.
value(String) - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Builder
Sets the value property in the builder.
value() - Method in class com.opengamma.strata.report.trade.TradeReportColumn.Meta
The meta-property for the value property.
ValueAdjustment - Class in com.opengamma.strata.basics.value
An adjustment to a value, describing how to change one value into another.
ValueAdjustment.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueAdjustment.
ValueAdjustmentType - Enum in com.opengamma.strata.basics.value
The type of value adjustment.
ValueFormatter<T> - Interface in com.opengamma.strata.report.format
Formats a value into a string.
valueOf(String) - Static method in enum com.opengamma.strata.basics.BuySell
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.LongShort
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.PayReceive
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.PutCall
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.collect.result.FailureReason
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitRestructuringClause
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitSeniorityLevel
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.common.FutureOptionPremiumStyle
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.credit.ReferenceInformationType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.credit.RestructuringClause
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.credit.SeniorityLevel
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.fra.FraDiscountingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.CompoundingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.FixingRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.FxResetFixingRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.IborRateAveragingMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.NegativeRateMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.OvernightAccrualMethod
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.PaymentRelativeTo
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.finance.rate.swap.SwapLegType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.market.curve.ShiftType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.format.FormatCategory
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.format.ReportOutputFormat
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.opengamma.strata.report.result.ValueRootType
Returns the enum constant of this type with the specified name.
ValuePathEvaluator - Class in com.opengamma.strata.report.result
Evaluates a path describing a value to be shown in a trade report.
ValuePathEvaluator() - Constructor for class com.opengamma.strata.report.result.ValuePathEvaluator
 
valuePointSensitivity(YearMonth) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
 
valuePointSensitivity(YearMonth) - Method in interface com.opengamma.strata.market.value.PriceIndexValues
Calculates the point sensitivity of the historic or forward value at the specified fixing month.
ValueRootType - Enum in com.opengamma.strata.report.result
Enumerates the possible value path roots.
values() - Static method in enum com.opengamma.strata.basics.BuySell
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.LongShort
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.PayReceive
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.PutCall
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.schedule.StubConvention
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.basics.value.ValueAdjustmentType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.collect.result.FailureReason
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in interface com.opengamma.strata.collect.timeseries.LocalDateDoubleTimeSeries
Returns a stream over the values of this time-series.
values(double...) - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Builder
Sets the values property in the builder.
values() - Method in class com.opengamma.strata.engine.calculations.function.result.CurrencyValuesArray.Meta
The meta-property for the values property.
values(List<FxConvertible<?>>) - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Builder
Sets the values property in the builder.
values() - Method in class com.opengamma.strata.engine.calculations.function.result.FxConvertibleList.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.engine.marketdata.BaseMarketData.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.engine.marketdata.MarketDataEnvironment.Meta
The meta-property for the values property.
values() - Method in class com.opengamma.strata.engine.marketdata.ScenarioMarketData.Meta
The meta-property for the values property.
values() - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitRestructuringClause
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.examples.marketdata.credit.markit.MarkitSeniorityLevel
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.common.FutureOptionPremiumStyle
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.credit.ReferenceInformationType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.credit.RestructuringClause
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.credit.SeniorityLevel
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.credit.type.StandardCdsConventions
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.fra.FraDiscountingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.CompoundingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.FixingRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.FxResetFixingRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.IborRateAveragingMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.NegativeRateMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.OvernightAccrualMethod
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.PaymentRelativeTo
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.finance.rate.swap.SwapLegType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.curve.IsdaYieldCurveUnderlyingType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.market.curve.ShiftType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.format.FormatCategory
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.format.ReportOutputFormat
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.opengamma.strata.report.result.ValueRootType
Returns an array containing the constants of this enum type, in the order they are declared.
ValueSchedule - Class in com.opengamma.strata.basics.value
A value that can vary over time.
ValueSchedule.Builder - Class in com.opengamma.strata.basics.value
The bean-builder for ValueSchedule.
ValueSchedule.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueSchedule.
ValueStep - Class in com.opengamma.strata.basics.value
A single step in the variation of a value over time.
ValueStep.Builder - Class in com.opengamma.strata.basics.value
The bean-builder for ValueStep.
ValueStep.Meta - Class in com.opengamma.strata.basics.value
The meta-bean for ValueStep.
vanillaFixedVsLibor3mSwap() - Method in class com.opengamma.strata.examples.finance.SwapTradeModelDemo
 

W

weekendDays() - Method in class com.opengamma.strata.basics.date.ImmutableHolidayCalendar.Meta
The meta-property for the weekendDays property.
weight(double) - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Builder
Sets the weight property in the builder.
weight() - Method in class com.opengamma.strata.finance.rate.IborAveragedFixing.Meta
The meta-property for the weight property.
weight(double) - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Builder
Sets the weight property in the builder.
weight() - Method in class com.opengamma.strata.finance.rate.InflationInterpolatedRateObservation.Meta
The meta-property for the weight property.
WEIGHT - Static variable in class com.opengamma.strata.market.explain.ExplainKey
The weight of this observation.
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.MutablePointSensitivities
 
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Returns an instance with the specified sensitivity currency set.
withCurrency(Currency) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivityBuilder
Returns an instance with the specified currency applied to the sensitivities in this builder.
withCurrency(Currency) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
withCurrency(Currency) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
withCurve(InterpolatedNodalCurve) - Method in class com.opengamma.strata.market.value.ForwardPriceIndexValues
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
Returns a new instance with a different curve.
withCurve(Curve) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
Returns a new instance with a different curve.
withDate(LocalDate) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a copy of this point with another date.
withDefaultRules(PricingRules, MarketDataRules, ReportingRules) - Method in class com.opengamma.strata.engine.Column
Returns a column whose rules are derived from the rules in this column composed with the default rules.
withDiscountFactors(DiscountFactors, DiscountFactors) - Method in class com.opengamma.strata.market.value.DiscountFxIndexRates
Returns a new instance with different discount factors.
withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.value.DiscountIborIndexRates
Returns a new instance with different discount factors.
withDiscountFactors(DiscountFactors) - Method in class com.opengamma.strata.market.value.DiscountOvernightIndexRates
Returns a new instance with different discount factors.
withEndExclusive(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns a copy of this range with the end date adjusted.
withNode(int, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a new curve with an additional node with no parameter metadata.
withNode(int, CurveParameterMetadata, double, double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
Returns a new curve with an additional node, specifying the parameter metadata.
withSensitivity(double[]) - Method in class com.opengamma.strata.market.sensitivity.CurveCurrencyParameterSensitivity
Returns an instance with the new parameter sensitivity values.
withSensitivity(double[]) - Method in class com.opengamma.strata.market.sensitivity.CurveUnitParameterSensitivity
Returns an instance with the new parameter sensitivity values.
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.FxIndexSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborFutureOptionSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.IborRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.InflationRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.OvernightRateSensitivity
 
withSensitivity(double) - Method in interface com.opengamma.strata.market.sensitivity.PointSensitivity
Returns an instance with the new point sensitivity value.
withSensitivity(double) - Method in class com.opengamma.strata.market.sensitivity.ZeroRateSensitivity
 
withSensitivity(double) - Method in class com.opengamma.strata.pricer.sensitivity.SwaptionSensitivity
 
withStart(TemporalAdjuster) - Method in class com.opengamma.strata.collect.range.LocalDateRange
Returns a copy of this range with the start date adjusted.
withValue(double) - Method in class com.opengamma.strata.collect.timeseries.LocalDateDoublePoint
Returns a copy of this point with another value.
withYValues(double[]) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
withYValues(double[]) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
withYValues(double[]) - Method in interface com.opengamma.strata.market.curve.NodalCurve
Returns a new curve with the specified values.
WM_EUR_USD - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from EUR to GBP, as defined by the WM company "Closing Spot rates".
WM_GBP_USD - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from GBP to USD, as defined by the WM company "Closing Spot rates".
WM_USD_CHF - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from USD to CHF, as defined by the WM company "Closing Spot rates".
WM_USD_JPY - Static variable in class com.opengamma.strata.basics.index.FxIndices
The FX index for conversion from USD to JPY, as defined by the WM company "Closing Spot rates".
wrap(Supplier<Result<T>>) - Static method in class com.opengamma.strata.collect.result.Result
Creates a Result wrapping the result produced by the supplier.
writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
writeAsciiTable(R, OutputStream) - Method in class com.opengamma.strata.report.format.ReportFormatter
Outputs the report as an ASCII table.
writeAsciiTable(OutputStream) - Method in interface com.opengamma.strata.report.Report
Writes this report out as an ASCII table.
writeAsciiTable(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
 
writeCsv(OutputStream) - Method in class com.opengamma.strata.report.cashflow.CashFlowReport
 
writeCsv(R, OutputStream) - Method in class com.opengamma.strata.report.format.ReportFormatter
Outputs the report table in CSV format.
writeCsv(OutputStream) - Method in interface com.opengamma.strata.report.Report
Writes this report out in a CSV format.
writeCsv(OutputStream) - Method in class com.opengamma.strata.report.trade.TradeReport
 

X

XAG - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XAG' - Silver (troy ounce).
XAU - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XAU' - Gold (troy ounce).
XPD - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XPD' - Paladium (troy ounce).
XPT - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XPT' - Platinum (troy ounce).
xValues(double...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the xValues property in the builder.
xValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the xValues property.
XXX - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'XXX' - No applicable currency.

Y

yearFraction(LocalDate, LocalDate) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the year fraction between the specified dates.
yearFraction(LocalDate, LocalDate, DayCount.ScheduleInfo) - Method in interface com.opengamma.strata.basics.date.DayCount
Gets the year fraction between the specified dates.
yearFraction(DayCount, Schedule) - Method in class com.opengamma.strata.basics.schedule.SchedulePeriod
Calculates the year fraction using the specified day count.
yearFraction(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Builder
Sets the yearFraction property in the builder.
yearFraction() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedIborFixingDeposit.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Builder
Sets the yearFraction property in the builder.
yearFraction() - Method in class com.opengamma.strata.finance.rate.deposit.ExpandedTermDeposit.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Builder
Sets the yearFraction property in the builder.
yearFraction() - Method in class com.opengamma.strata.finance.rate.fra.ExpandedFra.Meta
The meta-property for the yearFraction property.
yearFraction(double) - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Builder
Sets the yearFraction property in the builder.
yearFraction() - Method in class com.opengamma.strata.finance.rate.swap.RateAccrualPeriod.Meta
The meta-property for the yearFraction property.
yearMonth() - Method in class com.opengamma.strata.market.curve.YearMonthCurveNodeMetadata.Meta
The meta-property for the yearMonth property.
YearMonthCurveNodeMetadata - Class in com.opengamma.strata.market.curve
Curve node metadata for a curve node with a specific year-month.
YearMonthCurveNodeMetadata.Meta - Class in com.opengamma.strata.market.curve
The meta-bean for YearMonthCurveNodeMetadata.
yieldCurveInstruments() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
The meta-property for the yieldCurveInstruments property.
yieldCurvePoints() - Method in class com.opengamma.strata.market.curve.IsdaYieldCurveParRates.Meta
The meta-property for the yieldCurvePoints property.
yValue() - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve.Meta
The meta-property for the yValue property.
yValue(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
yValue(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the y-value for the specified x-value.
yValue(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
yValue(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ConstantNodalCurve
 
yValueParameterSensitivity(double) - Method in interface com.opengamma.strata.market.curve.Curve
Computes the sensitivity of the y-value with respect to the curve parameters.
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve
 
yValueParameterSensitivity(double) - Method in class com.opengamma.strata.market.curve.ParallelShiftedCurve
 
yValues(double...) - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Builder
Sets the yValues property in the builder.
yValues() - Method in class com.opengamma.strata.market.curve.InterpolatedNodalCurve.Meta
The meta-property for the yValues property.

Z

ZA - Static variable in class com.opengamma.strata.basics.location.Country
The country 'ZA' - South Africa.
ZAR - Static variable in class com.opengamma.strata.basics.currency.Currency
The currency 'ZAR' - South African Rand.
zero(Currency) - Static method in class com.opengamma.strata.basics.currency.CurrencyAmount
Obtains a zero amount instance of CurrencyAmount for the specified currency.
ZeroRateDiscountFactors - Class in com.opengamma.strata.market.value
Provides access to discount factors for a currency based on a zero rate curve.
ZeroRateDiscountFactors.Meta - Class in com.opengamma.strata.market.value
The meta-bean for ZeroRateDiscountFactors.
ZeroRateDiscountFactorsId - Class in com.opengamma.strata.market.id
Market data ID identifying the zero-rate discount factors for a currency.
ZeroRateDiscountFactorsId.Meta - Class in com.opengamma.strata.market.id
The meta-bean for ZeroRateDiscountFactorsId.
ZeroRateDiscountFactorsMapping - Class in com.opengamma.strata.function.marketdata.mapping
Market data mapping that accepts a DiscountFactorsKey and returns a ZeroRateDiscountFactorsId.
ZeroRateDiscountFactorsMapping.Builder - Class in com.opengamma.strata.function.marketdata.mapping
The bean-builder for ZeroRateDiscountFactorsMapping.
ZeroRateDiscountFactorsMapping.Meta - Class in com.opengamma.strata.function.marketdata.mapping
The meta-bean for ZeroRateDiscountFactorsMapping.
ZeroRateDiscountFactorsMarketDataFunction - Class in com.opengamma.strata.function.marketdata.curve
Market data function that builds discount factors.
ZeroRateDiscountFactorsMarketDataFunction() - Constructor for class com.opengamma.strata.function.marketdata.curve.ZeroRateDiscountFactorsMarketDataFunction
 
zeroRatePointSensitivity(LocalDate) - Method in interface com.opengamma.strata.market.value.DiscountFactors
Calculates the zero rate point sensitivity at the specified date.
zeroRatePointSensitivity(LocalDate, Currency) - Method in interface com.opengamma.strata.market.value.DiscountFactors
Calculates the zero rate point sensitivity at the specified date specifying the currency of the sensitivity.
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.value.SimpleDiscountFactors
 
zeroRatePointSensitivity(LocalDate, Currency) - Method in class com.opengamma.strata.market.value.ZeroRateDiscountFactors
 
ZeroRateSensitivity - Class in com.opengamma.strata.market.sensitivity
Point sensitivity to the zero rate curve.
ZeroRateSensitivity.Meta - Class in com.opengamma.strata.market.sensitivity
The meta-bean for ZeroRateSensitivity.
zone(ZoneId) - Method in class com.opengamma.strata.finance.TradeInfo.Builder
Sets the zone property in the builder.
zone() - Method in class com.opengamma.strata.finance.TradeInfo.Meta
The meta-property for the zone property.
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